-40.9%
SE vs FRSH
-3.3%
-37.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.2% |
| 7D | -6.1% | -8.2% | +2.1% | -5.0% |
| 30D | -2.5% | +10.5% | -13.0% | -4.2% |
| 3M | +21.7% | +32.7% | -11.0% | +15.9% |
| 6M | +27.0% | +50.3% | -23.3% | +18.7% |
| YTD | -12.1% | +3.9% | -16.1% | -13.6% |
| 1Y | -40.9% | -2.2% | -38.8% | -42.1% |
| All | -40.9% | -3.3% | -37.6% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling