-10.1%
STRL vs FRMI
-92.8%
+82.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +17.5% | -12.6% | +0.8% |
| 7D | +7.1% | -0.5% | +7.7% | +7.2% |
| 30D | -39.4% | -44.3% | +4.9% | -31.6% |
| 3M | -43.0% | -74.6% | +31.6% | -25.8% |
| 6M | -65.0% | -66.3% | +1.3% | -57.9% |
| YTD | -0.8% | -77.4% | +76.6% | +24.7% |
| 1Y | -20.3% | -91.7% | +71.4% | +19.6% |
| All | -10.1% | -92.8% | +82.7% | +38.4% |
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 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