-91.0%
SNDQ vs FRMI
-68.4%
-22.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -10.6% | +25.8% | +8.9% |
| 7D | +66.1% | -39.7% | +105.9% | +27.4% |
| 30D | +122.5% | -55.2% | +177.7% | +53.5% |
| 3M | +11.6% | -71.2% | +82.7% | -36.0% |
| 6M | -82.2% | -64.1% | -18.1% | -90.3% |
| All | -91.0% | -68.4% | -22.6% | -94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling