+83.1%
STM vs FRMI
-78.0%
+161.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.5% |
| 7D | +1.7% | +15.9% | -14.3% | -0.1% |
| 30D | -5.2% | -6.0% | +0.8% | -5.1% |
| 3M | -29.6% | -1.6% | -28.0% | -29.9% |
| 6M | +54.4% | -30.7% | +85.1% | +55.6% |
| YTD | +99.5% | -30.9% | +130.4% | +102.4% |
| All | +83.1% | -78.0% | +161.1% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling