-75.0%
FRSH vs SFM
+219.8%
-294.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -6.6% | -10.6% | +4.0% | -6.2% |
| 30D | +2.1% | -15.5% | +17.6% | +2.6% |
| 3M | +29.0% | -17.4% | +46.4% | +29.6% |
| 6M | +48.6% | -3.4% | +52.1% | +48.1% |
| YTD | -2.9% | -8.7% | +5.7% | -3.1% |
| 1Y | -7.9% | -47.2% | +39.3% | -6.2% |
| 3Y | -46.5% | +82.7% | -129.2% | -45.3% |
| All | -75.0% | +219.8% | -294.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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