+246.7%
STX vs FRMI
-78.0%
+324.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.5% |
| 7D | +9.6% | +15.9% | -6.4% | +7.0% |
| 30D | +10.6% | -6.0% | +16.6% | +10.8% |
| 3M | +4.8% | -1.6% | +6.4% | +3.2% |
| 6M | +137.3% | -30.7% | +168.0% | +142.7% |
| YTD | +222.5% | -30.9% | +253.4% | +229.6% |
| All | +246.7% | -78.0% | +324.7% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling