-14.3%
STRL vs FRMI
-93.9%
+79.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | +1.3% |
| 7D | -19.8% | -24.3% | +4.5% | -14.0% |
| 30D | -43.6% | -55.1% | +11.5% | -33.0% |
| 3M | -45.2% | -73.8% | +28.6% | -28.6% |
| 6M | -65.7% | -70.6% | +4.8% | -57.3% |
| YTD | -5.4% | -80.8% | +75.3% | +23.7% |
| 1Y | -24.7% | -93.9% | +69.2% | +19.3% |
| All | -14.3% | -93.9% | +79.6% | +37.3% |
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