-11.5%
SAP vs FRMI
-89.6%
+78.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.7% | -26.3% | +0.9% |
| 7D | +0.6% | +66.2% | -65.6% | +1.9% |
| 30D | +6.5% | -17.4% | +23.9% | +6.3% |
| 3M | +12.2% | -60.5% | +72.7% | +10.3% |
| 6M | +46.1% | -56.5% | +102.6% | +43.8% |
| YTD | -1.6% | -67.4% | +65.8% | -3.2% |
| 1Y | -5.1% | -85.1% | +80.0% | -8.5% |
| All | -11.5% | -89.6% | +78.1% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling