-11.9%
SAP vs FRMI
-93.9%
+82.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.7% |
| 7D | +1.5% | -24.3% | +25.8% | +0.9% |
| 30D | +8.8% | -55.1% | +63.9% | +7.1% |
| 3M | +12.1% | -73.8% | +85.9% | +9.0% |
| 6M | +34.6% | -70.6% | +105.1% | +30.9% |
| YTD | -2.1% | -80.8% | +78.6% | -4.9% |
| 1Y | -5.5% | -93.9% | +88.4% | -11.8% |
| All | -11.9% | -93.9% | +82.0% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling