-92.0%
FRMI vs STLA
-59.5%
-32.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.0% | +27.7% | +26.7% |
| 7D | +66.2% | -13.8% | +80.0% | +66.1% |
| 30D | -17.4% | -10.5% | -6.9% | -17.5% |
| 3M | -60.5% | -28.9% | -31.6% | -61.7% |
| 6M | -56.5% | -49.7% | -6.8% | -59.2% |
| YTD | -67.4% | -64.9% | -2.5% | -72.1% |
| 1Y | -85.1% | -64.0% | -21.1% | -87.2% |
| All | -92.0% | -59.5% | -32.4% | -92.6% |
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