+123.8%
STX vs FRMI
-93.1%
+216.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -10.6% | +2.4% | -5.9% |
| 7D | -20.2% | -39.7% | +19.5% | -11.6% |
| 30D | -37.2% | -55.2% | +18.0% | -26.9% |
| 3M | -34.1% | -71.2% | +37.1% | -17.3% |
| 6M | -24.5% | -64.1% | +39.6% | -12.1% |
| YTD | +102.9% | -77.2% | +180.2% | +156.1% |
| 1Y | +123.8% | -93.2% | +217.0% | +284.4% |
| All | +123.8% | -93.1% | +216.9% | +284.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling