-84.3%
FRMI vs STT
+72.6%
-156.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.2% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | -17.3% | +3.9% | -21.1% | -19.9% |
| 3M | -17.2% | +20.0% | -37.1% | -28.4% |
| 6M | -43.4% | +55.3% | -98.7% | -61.0% |
| YTD | -36.0% | +53.3% | -89.3% | -56.0% |
| All | -84.3% | +72.6% | -156.9% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling