-93.7%
FRMI vs STT
+55.2%
-148.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.3% | +14.1% | +14.1% |
| 7D | +34.6% | +5.1% | +29.5% | +28.3% |
| 30D | -44.6% | -0.2% | -44.4% | -43.8% |
| 3M | -72.9% | -8.1% | -64.7% | -70.6% |
| 6M | -62.3% | +16.6% | -79.0% | -66.2% |
| YTD | -74.3% | +37.8% | -112.1% | -80.5% |
| 1Y | -90.5% | +46.8% | -137.4% | -93.0% |
| All | -93.7% | +55.2% | -148.8% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling