+84.6%
STM vs FRMI
-77.3%
+161.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.0% | -1.8% |
| 7D | +5.2% | +23.3% | -18.1% | +2.7% |
| 30D | -7.4% | -7.6% | +0.2% | -7.1% |
| 3M | -30.6% | +0.2% | -30.8% | -31.0% |
| 6M | +66.4% | -28.7% | +95.1% | +67.2% |
| YTD | +101.1% | -28.6% | +129.8% | +103.3% |
| All | +84.6% | -77.3% | +161.9% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling