+43.5%
STRL vs FRMI
-78.6%
+122.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.6% |
| 7D | +5.4% | +10.9% | -5.5% | +3.4% |
| 30D | -9.0% | -24.3% | +15.3% | -4.8% |
| 3M | -37.1% | -21.8% | -15.3% | -35.6% |
| 6M | +17.8% | -33.0% | +50.9% | +21.3% |
| YTD | +58.3% | -32.6% | +91.0% | +60.0% |
| All | +43.5% | -78.6% | +122.0% | +77.5% |
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