+28.1%
SW vs FRMI
-93.1%
+121.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.6% | +14.6% | +4.6% |
| 7D | +12.1% | -39.7% | +51.8% | +14.8% |
| 30D | +6.6% | -55.2% | +61.7% | +10.9% |
| 3M | -6.0% | -71.2% | +65.1% | +0.1% |
| 6M | +21.5% | -64.1% | +85.6% | +27.0% |
| YTD | +20.3% | -77.2% | +97.6% | +28.4% |
| 1Y | +28.1% | -93.2% | +121.3% | +41.0% |
| All | +28.1% | -93.1% | +121.3% | +41.0% |
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