+194.8%
SNXX vs FRMI
-33.2%
+228.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.0% | -9.1% | -8.1% |
| 7D | -12.0% | +7.4% | -19.5% | -15.8% |
| 30D | +37.9% | -27.6% | +65.6% | +58.7% |
| 3M | -52.7% | -20.9% | -31.8% | -45.2% |
| 6M | +194.8% | -36.6% | +231.4% | +412.7% |
| All | +194.8% | -33.2% | +228.0% | +412.7% |
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