-94.9%
FRMI vs STLD
+65.5%
-160.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.0% |
| 7D | -24.7% | -9.7% | -15.1% | -21.9% |
| 30D | -51.6% | -4.5% | -47.1% | -50.4% |
| 3M | -73.1% | -13.1% | -60.1% | -71.9% |
| 6M | -68.3% | -2.8% | -65.5% | -69.0% |
| YTD | -79.3% | +35.3% | -114.6% | -82.5% |
| 1Y | -93.2% | +51.4% | -144.6% | -94.3% |
| All | -94.9% | +65.5% | -160.4% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling