-7.9%
FRSH vs SM
+48.5%
-56.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -6.6% | +4.6% | -11.2% | -6.9% |
| 30D | +2.1% | +18.2% | -16.1% | +1.0% |
| 3M | +29.0% | +22.5% | +6.4% | +26.7% |
| 6M | +48.6% | +50.6% | -1.9% | +43.4% |
| YTD | -2.9% | +108.1% | -111.1% | -8.0% |
| 1Y | -7.9% | +46.0% | -53.9% | -10.7% |
| All | -7.9% | +48.5% | -56.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling