-35.3%
STX vs FRMI
-52.5%
+17.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +26.7% | -29.8% | -8.8% |
| 7D | +14.6% | +66.2% | -51.6% | +0.5% |
| 30D | -26.0% | -17.4% | -8.6% | -25.4% |
| 3M | -42.6% | -60.5% | +17.8% | -35.3% |
| 6M | -35.3% | -56.5% | +21.2% | -26.2% |
| All | -35.3% | -52.5% | +17.2% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling