-83.0%
FRMI vs STLD
+74.6%
-157.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +15.9% | -2.8% | +18.7% | +16.7% |
| 30D | -6.0% | -10.4% | +4.4% | -3.1% |
| 3M | -1.6% | -10.6% | +9.0% | +0.3% |
| 6M | -30.7% | +32.7% | -63.4% | -40.8% |
| YTD | -30.9% | +42.8% | -73.7% | -43.1% |
| All | -83.0% | +74.6% | -157.6% | -85.6% |
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