+397.7%
SAN vs FRSH
-72.6%
+470.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.8% | -11.2% | +8.4% | -1.3% |
| 30D | -0.5% | -0.8% | +0.3% | -0.6% |
| 3M | +22.7% | +26.4% | -3.7% | +18.2% |
| 6M | +28.8% | +48.4% | -19.6% | +20.6% |
| YTD | +26.3% | -3.1% | +29.4% | +25.2% |
| 1Y | +48.8% | -8.7% | +57.5% | +48.6% |
| 3Y | +347.2% | -45.8% | +393.0% | +369.6% |
| All | +397.7% | -72.6% | +470.2% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling