-82.4%
FRMI vs STT
+70.5%
-152.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.2% | +12.7% | +12.5% |
| 7D | +23.3% | +2.2% | +21.1% | +21.0% |
| 30D | -7.6% | +3.9% | -11.5% | -10.7% |
| 3M | +0.2% | +19.2% | -19.0% | -13.2% |
| 6M | -28.7% | +60.4% | -89.1% | -52.6% |
| YTD | -28.6% | +51.5% | -80.1% | -50.6% |
| All | -82.4% | +70.5% | -152.9% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling