+66.3%
STM vs FRMI
-89.6%
+155.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.7% | -26.1% | -2.9% |
| 7D | +12.0% | +66.2% | -54.2% | +4.0% |
| 30D | -0.4% | -17.4% | +17.0% | +0.4% |
| 3M | -13.2% | -60.5% | +47.3% | -5.3% |
| 6M | -26.1% | -56.5% | +30.4% | -20.6% |
| YTD | +81.2% | -67.4% | +148.6% | +97.2% |
| 1Y | +98.3% | -85.1% | +183.4% | +111.7% |
| All | +66.3% | -89.6% | +155.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling