-85.1%
FRMI vs SN
+141.7%
-226.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.8% | +23.9% | +25.4% |
| 7D | +66.2% | +1.5% | +64.7% | +65.2% |
| 30D | -17.4% | +21.5% | -38.9% | -24.8% |
| 3M | -60.5% | +20.0% | -80.5% | -63.7% |
| 6M | -56.5% | +119.9% | -176.4% | -73.2% |
| YTD | -67.4% | +102.3% | -169.7% | -78.7% |
| 1Y | -85.1% | +148.0% | -233.1% | -90.7% |
| All | -85.1% | +141.7% | -226.8% | -90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling