-93.2%
FRMI vs SBAC
+2.4%
-95.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.8% | -16.4% | -10.1% |
| 7D | -39.7% | +5.8% | -45.5% | -39.4% |
| 30D | -55.2% | +20.8% | -76.0% | -54.8% |
| 3M | -71.2% | +4.8% | -75.9% | -71.1% |
| 6M | -64.1% | -9.1% | -55.0% | -62.8% |
| YTD | -77.2% | +3.1% | -80.3% | -77.1% |
| 1Y | -93.2% | +2.2% | -95.3% | -93.0% |
| All | -93.2% | +2.4% | -95.5% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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