+48.6%
STRL vs FRMI
-77.3%
+125.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.5% | -8.3% | +1.1% |
| 7D | +10.1% | +23.3% | -13.2% | +5.9% |
| 30D | -8.2% | -7.6% | -0.6% | -7.8% |
| 3M | -43.7% | +0.2% | -43.9% | -45.3% |
| 6M | +27.1% | -28.7% | +55.8% | +29.3% |
| YTD | +64.0% | -28.6% | +92.6% | +63.9% |
| All | +48.6% | -77.3% | +125.9% | +81.9% |
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