-74.9%
FRSH vs SFM
+221.4%
-296.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.3% |
| 7D | -9.6% | -7.2% | -2.4% | -9.3% |
| 30D | -0.4% | -14.3% | +13.9% | 0.0% |
| 3M | +27.2% | -13.7% | +40.9% | +27.6% |
| 6M | +42.2% | -6.0% | +48.2% | +41.9% |
| YTD | -2.6% | -8.2% | +5.6% | -2.8% |
| 1Y | -10.2% | -46.2% | +36.1% | -8.5% |
| 3Y | -45.5% | +83.6% | -129.1% | -44.3% |
| All | -74.9% | +221.4% | -296.3% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling