-75.0%
FRSH vs SNY
+8.9%
-83.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.6% | -3.3% | -3.3% | -5.8% |
| 30D | +2.1% | -2.2% | +4.3% | +2.6% |
| 3M | +29.0% | -3.0% | +32.0% | +29.9% |
| 6M | +48.6% | +2.7% | +45.9% | +47.3% |
| YTD | -2.9% | -6.8% | +3.9% | -1.6% |
| 1Y | -7.9% | -5.3% | -2.6% | -7.2% |
| 3Y | -46.5% | -9.8% | -36.7% | -46.2% |
| All | -75.0% | +8.9% | -83.9% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling