+10.6%
SW vs FRMI
-79.6%
+90.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.1% | +1.0% |
| 7D | -5.1% | +2.4% | -7.5% | -5.2% |
| 30D | -4.6% | -17.3% | +12.7% | -3.9% |
| 3M | +9.4% | -17.2% | +26.5% | +9.7% |
| 6M | +3.5% | -43.4% | +46.9% | +5.1% |
| YTD | +22.0% | -36.0% | +58.0% | +23.2% |
| All | +10.6% | -79.6% | +90.2% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling