+65.0%
SAP vs FRSH
-70.6%
+135.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.2% |
| 7D | -2.9% | -8.2% | +5.3% | -1.1% |
| 30D | +9.0% | +10.5% | -1.5% | +6.6% |
| 3M | +14.9% | +32.7% | -17.8% | +8.3% |
| 6M | +11.9% | +50.3% | -38.4% | +2.9% |
| YTD | -9.9% | +3.9% | -13.8% | -11.6% |
| 1Y | -19.5% | -2.2% | -17.4% | -20.4% |
| 3Y | +61.8% | -42.9% | +104.7% | +69.7% |
| All | +65.0% | -70.6% | +135.6% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling