+96.5%
STM vs FRMI
-93.1%
+189.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -10.6% | +4.5% | -4.5% |
| 7D | -6.0% | -39.7% | +33.7% | +0.8% |
| 30D | -20.9% | -55.2% | +34.2% | -11.9% |
| 3M | -15.8% | -71.2% | +55.4% | -1.1% |
| 6M | -17.0% | -64.1% | +47.1% | -5.5% |
| YTD | +76.8% | -77.2% | +154.0% | +109.1% |
| 1Y | +96.5% | -93.2% | +189.7% | +137.4% |
| All | +96.5% | -93.1% | +189.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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