+173.5%
SNDK vs FRMI
-33.0%
+206.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -3.4% |
| 7D | +8.8% | +10.9% | -2.1% | +5.7% |
| 30D | +33.2% | -24.3% | +57.5% | +41.2% |
| 3M | +3.0% | -21.8% | +24.8% | +9.0% |
| 6M | +173.5% | -33.0% | +206.5% | +228.4% |
| All | +173.5% | -33.0% | +206.4% | +228.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling