-11.8%
SAP vs FRMI
-91.8%
+80.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.8% | -13.8% | +0.3% |
| 7D | -3.9% | +34.6% | -38.5% | -3.1% |
| 30D | +6.5% | -44.6% | +51.1% | +5.3% |
| 3M | +14.7% | -72.9% | +87.5% | +11.7% |
| 6M | +39.9% | -62.3% | +102.3% | +37.1% |
| YTD | -2.0% | -74.3% | +72.3% | -4.1% |
| 1Y | -6.0% | -90.5% | +84.5% | -10.8% |
| All | -11.8% | -91.8% | +80.0% | -18.0% |
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