-73.8%
FRMI vs SN
+22.0%
-95.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -5.9% | -7.2% |
| 7D | -24.3% | +7.6% | -31.9% | -24.0% |
| 30D | -55.1% | +22.4% | -77.5% | -55.1% |
| 3M | -73.8% | +21.7% | -95.5% | -72.0% |
| All | -73.8% | +22.0% | -95.8% | -72.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling