-95.2%
FRMI vs STLD
+62.1%
-157.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -39.8% | -11.1% | -28.7% | -37.2% |
| 30D | -60.5% | -4.8% | -55.7% | -59.4% |
| 3M | -74.6% | -14.6% | -60.1% | -73.3% |
| 6M | -71.8% | -7.4% | -64.4% | -71.8% |
| YTD | -80.4% | +32.6% | -112.9% | -83.3% |
| 1Y | -93.9% | +47.3% | -141.2% | -94.9% |
| All | -95.2% | +62.1% | -157.3% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling