+7.4%
SW vs FRMI
-93.9%
+101.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | -0.8% |
| 7D | +4.7% | -46.5% | +51.2% | +7.4% |
| 30D | +5.0% | -63.8% | +68.8% | +9.8% |
| 3M | -7.3% | -75.3% | +68.0% | -1.5% |
| 6M | +15.0% | -69.0% | +84.0% | +20.4% |
| YTD | +18.5% | -80.9% | +99.4% | +26.3% |
| 1Y | +27.1% | -94.2% | +121.3% | +36.0% |
| All | +7.4% | -93.9% | +101.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling