-95.2%
SNDQ vs FRMI
-4.5%
-90.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +7.8% |
| 7D | +11.6% | +7.4% | +4.2% | +15.9% |
| 30D | -45.1% | -27.6% | -17.4% | -53.5% |
| 3M | -68.6% | -20.9% | -47.8% | -68.0% |
| All | -95.2% | -4.5% | -90.7% | -95.4% |
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 · Available span rolling