-94.4%
FRMI vs STT
+55.6%
-150.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.5% | +16.0% | +16.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.2% |
| 30D | -44.3% | -0.4% | -43.9% | -43.4% |
| 3M | -74.6% | -6.5% | -68.1% | -72.8% |
| 6M | -66.3% | +17.2% | -83.5% | -69.9% |
| YTD | -77.4% | +38.2% | -115.6% | -82.9% |
| 1Y | -91.7% | +49.3% | -141.0% | -93.9% |
| All | -94.4% | +55.6% | -150.0% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling