-68.5%
SE vs FRSH
-72.5%
+4.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | -6.6% | +1.4% | -2.7% |
| 30D | -17.1% | +2.1% | -19.2% | -18.4% |
| 3M | +24.0% | +29.0% | -5.0% | +10.1% |
| 6M | +21.0% | +48.6% | -27.7% | +0.1% |
| YTD | -16.7% | -2.9% | -13.8% | -19.2% |
| 1Y | -45.9% | -7.9% | -38.0% | -46.6% |
| 3Y | +177.8% | -46.5% | +224.3% | +220.6% |
| All | -68.5% | -72.5% | +4.0% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling