-83.0%
FRMI vs STZ
-8.2%
-74.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.1% |
| 7D | +15.9% | -6.0% | +22.0% | +15.2% |
| 30D | -6.0% | -8.9% | +2.9% | -6.6% |
| 3M | -1.6% | -12.6% | +10.9% | -2.1% |
| 6M | -30.7% | -17.2% | -13.5% | -30.2% |
| YTD | -30.9% | -10.0% | -20.8% | -39.0% |
| All | -83.0% | -8.2% | -74.8% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling