-93.7%
FRMI vs SN
+114.7%
-208.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -3.0% | +16.8% | +15.1% |
| 7D | +34.6% | +1.4% | +33.3% | +33.6% |
| 30D | -44.6% | +16.6% | -61.2% | -48.8% |
| 3M | -72.9% | +18.3% | -91.2% | -75.2% |
| 6M | -62.3% | +103.1% | -165.4% | -75.8% |
| YTD | -74.3% | +96.7% | -171.0% | -83.0% |
| 1Y | -90.5% | +134.3% | -224.9% | -93.9% |
| All | -93.7% | +114.7% | -208.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling