-83.1%
FRMI vs STT
+71.8%
-154.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | +7.4% | -0.4% | +7.9% | +7.7% |
| 30D | -27.6% | +1.7% | -29.4% | -28.8% |
| 3M | -20.9% | +17.9% | -38.8% | -30.7% |
| 6M | -36.6% | +55.3% | -91.9% | -56.5% |
| YTD | -31.3% | +52.7% | -83.9% | -52.7% |
| All | -83.1% | +71.8% | -154.9% | -88.8% |
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