-83.0%
FRMI vs SN
+65.1%
-148.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -1.4% |
| 7D | +15.9% | -3.4% | +19.3% | +18.1% |
| 30D | -6.0% | -9.1% | +3.1% | -1.2% |
| 3M | -1.6% | +31.8% | -33.4% | -18.3% |
| 6M | -30.7% | +52.0% | -82.7% | -48.9% |
| YTD | -30.9% | +51.3% | -82.2% | -47.5% |
| All | -83.0% | +65.1% | -148.1% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling