-83.0%
FRMI vs STLA
-44.0%
-39.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.5% |
| 7D | +15.9% | +0.4% | +15.6% | +16.0% |
| 30D | -6.0% | -5.2% | -0.8% | -6.8% |
| 3M | -1.6% | -24.9% | +23.3% | -4.6% |
| 6M | -30.7% | -25.2% | -5.5% | -32.3% |
| YTD | -30.9% | -51.4% | +20.5% | -39.1% |
| All | -83.0% | -44.0% | -39.0% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling