-83.1%
FRMI vs SARO
-11.0%
-72.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +7.4% | -3.1% | +10.5% | +8.7% |
| 30D | -27.6% | -12.2% | -15.4% | -23.9% |
| 3M | -20.9% | -7.4% | -13.5% | -18.3% |
| 6M | -36.6% | -15.3% | -21.3% | -32.2% |
| YTD | -31.3% | -16.2% | -15.1% | -25.9% |
| All | -83.1% | -11.0% | -72.1% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling