-84.3%
FRMI vs STLA
-41.1%
-43.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.1% | +5.5% |
| 7D | +2.4% | +2.6% | -0.2% | +2.8% |
| 30D | -17.3% | -1.2% | -16.0% | -17.4% |
| 3M | -17.2% | -24.8% | +7.6% | -19.1% |
| 6M | -43.4% | -25.6% | -17.8% | -45.2% |
| YTD | -36.0% | -48.9% | +12.9% | -43.1% |
| All | -84.3% | -41.1% | -43.2% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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