+113.5%
STX vs FRMI
-91.8%
+205.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.8% | -15.0% | -4.0% |
| 7D | +16.8% | +34.6% | -17.8% | +9.7% |
| 30D | -27.0% | -44.6% | +17.6% | -19.8% |
| 3M | -37.9% | -72.9% | +35.0% | -24.0% |
| 6M | -32.5% | -62.3% | +29.8% | -23.4% |
| YTD | +98.6% | -74.3% | +172.8% | +137.4% |
| 1Y | +93.6% | -90.5% | +184.1% | +152.4% |
| All | +113.5% | -91.8% | +205.3% | +177.2% |
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