+1,248.5%
SNDK vs FRMI
-78.1%
+1,326.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.0% |
| 7D | -6.1% | +7.4% | -13.6% | -7.9% |
| 30D | +21.5% | -27.6% | +49.1% | +29.9% |
| 3M | -13.2% | -20.9% | +7.7% | -9.5% |
| 6M | +149.2% | -36.6% | +185.8% | +165.9% |
| YTD | +588.1% | -31.3% | +619.3% | +594.4% |
| All | +1,248.5% | -78.1% | +1,326.7% | +1,636.4% |
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 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