-93.7%
FRMI vs STLD
+72.4%
-166.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +14.1% |
| 7D | +34.6% | +6.9% | +27.8% | +31.4% |
| 30D | -44.6% | -1.5% | -43.2% | -44.0% |
| 3M | -72.9% | -9.7% | -63.2% | -71.9% |
| 6M | -62.3% | +2.3% | -64.7% | -63.9% |
| YTD | -74.3% | +41.0% | -115.3% | -78.6% |
| 1Y | -90.5% | +51.8% | -142.4% | -92.2% |
| All | -93.7% | +72.4% | -166.1% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling