-46.5%
FRSH vs SM
-0.9%
-45.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -6.6% | +4.6% | -11.2% | -7.4% |
| 30D | +2.1% | +18.2% | -16.1% | -1.1% |
| 3M | +29.0% | +22.5% | +6.4% | +23.2% |
| 6M | +48.6% | +50.6% | -1.9% | +34.7% |
| YTD | -2.9% | +108.1% | -111.1% | -18.6% |
| 1Y | -7.9% | +46.0% | -53.9% | -16.3% |
| 3Y | -46.5% | +2.9% | -49.4% | -53.1% |
| All | -46.5% | -0.9% | -45.6% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling