-83.4%
FRMI vs SAN
+41.9%
-125.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +10.9% | -2.8% | +13.7% | +13.1% |
| 30D | -24.3% | -0.5% | -23.8% | -24.0% |
| 3M | -21.8% | +22.7% | -44.5% | -30.9% |
| 6M | -33.0% | +28.8% | -61.8% | -42.9% |
| YTD | -32.6% | +26.3% | -58.9% | -43.9% |
| All | -83.4% | +41.9% | -125.3% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling