-83.1%
FRMI vs SAN
+45.1%
-128.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +0.4% |
| 7D | +7.4% | +0.2% | +7.2% | +7.2% |
| 30D | -27.6% | +0.9% | -28.6% | -28.2% |
| 3M | -20.9% | +19.1% | -40.0% | -29.0% |
| 6M | -36.6% | +33.2% | -69.8% | -47.2% |
| YTD | -31.3% | +29.1% | -60.4% | -43.7% |
| All | -83.1% | +45.1% | -128.2% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling