+14.8%
FRSH vs SNY
+1.8%
+13.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | -15.4% | +8.8% | -24.2% | -17.0% |
| 30D | -7.7% | +18.6% | -26.3% | -11.8% |
| 3M | +10.2% | +9.7% | +0.6% | +7.6% |
| 6M | +38.2% | +8.2% | +30.0% | +35.1% |
| YTD | +3.7% | +2.2% | +1.5% | +2.7% |
| 1Y | +14.8% | +1.0% | +13.8% | +14.6% |
| All | +14.8% | +1.8% | +13.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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