-22.4%
SAP vs FRMI
-78.6%
+56.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.6% |
| 7D | -5.1% | +10.9% | -16.0% | -4.9% |
| 30D | -1.8% | -24.3% | +22.5% | -2.3% |
| 3M | +20.9% | -21.8% | +42.7% | +20.4% |
| 6M | +7.0% | -33.0% | +40.0% | +6.5% |
| YTD | -13.7% | -32.6% | +18.9% | -13.9% |
| All | -22.4% | -78.6% | +56.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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