-93.7%
FRMI vs SAN
+19.1%
-112.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.8% | +16.6% | +15.4% |
| 7D | +34.6% | +1.0% | +33.6% | +33.1% |
| 30D | -44.6% | -9.4% | -35.3% | -41.0% |
| 3M | -72.9% | -17.1% | -55.8% | -69.1% |
| 6M | -62.3% | +2.2% | -64.5% | -62.3% |
| YTD | -74.3% | +6.0% | -80.2% | -75.8% |
| 1Y | -90.5% | +12.7% | -103.2% | -91.4% |
| All | -93.7% | +19.1% | -112.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling