-46.5%
FRSH vs SBAC
-9.4%
-37.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.1% |
| 7D | -6.6% | -2.1% | -4.5% | -6.4% |
| 30D | +2.1% | +2.0% | +0.1% | +1.9% |
| 3M | +29.0% | -8.3% | +37.3% | +29.7% |
| 6M | +48.6% | +0.3% | +48.3% | +47.2% |
| YTD | -2.9% | -2.2% | -0.7% | -3.8% |
| 1Y | -7.9% | -4.6% | -3.3% | -8.4% |
| 3Y | -46.5% | -8.3% | -38.2% | -46.5% |
| All | -46.5% | -9.4% | -37.2% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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