-92.0%
FRMI vs STZ
+10.9%
-102.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.7% | +26.0% | +26.9% |
| 7D | +66.2% | +2.6% | +63.7% | +67.5% |
| 30D | -17.4% | +15.2% | -32.6% | -13.6% |
| 3M | -60.5% | +7.6% | -68.1% | -58.6% |
| 6M | -56.5% | +5.3% | -61.8% | -54.4% |
| YTD | -67.4% | +8.6% | -76.0% | -69.6% |
| 1Y | -85.1% | +15.6% | -100.7% | -83.9% |
| All | -92.0% | +10.9% | -102.8% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling