-84.5%
FRMI vs SNY
-5.9%
-78.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.3% | -9.5% | -8.0% |
| 7D | -1.4% | -2.1% | +0.7% | -1.5% |
| 30D | -21.1% | -0.9% | -20.2% | -21.1% |
| 3M | -29.3% | -2.1% | -27.2% | -29.6% |
| 6M | -36.6% | +4.9% | -41.5% | -38.0% |
| YTD | -36.9% | -5.6% | -31.2% | -38.2% |
| All | -84.5% | -5.9% | -78.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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