-22.8%
STM vs FRMI
-64.3%
+41.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.5% | -14.0% | -0.4% |
| 7D | +1.4% | -0.5% | +2.0% | +1.3% |
| 30D | -8.4% | -44.3% | +35.9% | +1.5% |
| 3M | -15.8% | -74.6% | +58.8% | +8.5% |
| 6M | -22.8% | -66.3% | +43.5% | -6.1% |
| All | -22.8% | -64.3% | +41.5% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling