-93.2%
FRMI vs STZ
+14.7%
-107.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.3% | -15.9% | -9.1% |
| 7D | -39.7% | +13.0% | -52.7% | -37.7% |
| 30D | -55.2% | +29.4% | -84.6% | -53.1% |
| 3M | -71.2% | +11.6% | -82.7% | -70.0% |
| 6M | -64.1% | -0.2% | -63.9% | -62.1% |
| YTD | -77.2% | +8.6% | -85.8% | -81.3% |
| 1Y | -93.2% | +15.9% | -109.1% | -93.8% |
| All | -93.2% | +14.7% | -107.9% | -93.8% |
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