+214.7%
SNDU vs FRMI
-34.5%
+249.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.0% | -9.7% | -8.7% |
| 7D | -12.7% | +7.4% | -20.1% | -16.4% |
| 30D | +35.8% | -27.6% | +63.4% | +55.8% |
| 3M | -54.8% | -20.9% | -34.0% | -47.7% |
| All | +214.7% | -34.5% | +249.2% | +385.6% |
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