-84.3%
FRMI vs STZ
-3.2%
-81.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.3% |
| 7D | +2.4% | -1.9% | +4.3% | +2.3% |
| 30D | -17.3% | -1.9% | -15.4% | -17.3% |
| 3M | -17.2% | -6.2% | -10.9% | -17.1% |
| 6M | -43.4% | -14.0% | -29.4% | -42.8% |
| YTD | -36.0% | -5.1% | -30.9% | -43.2% |
| All | -84.3% | -3.2% | -81.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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