-66.4%
SE vs FRSH
-72.0%
+5.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +3.1% |
| 7D | +0.6% | -10.1% | +10.7% | +4.8% |
| 30D | -0.1% | +2.2% | -2.3% | -1.8% |
| 3M | +34.1% | +28.6% | +5.5% | +19.2% |
| 6M | +23.2% | +40.2% | -17.0% | +4.4% |
| YTD | -11.2% | -1.2% | -9.9% | -14.4% |
| 1Y | -40.5% | -7.9% | -32.6% | -41.3% |
| 3Y | +196.3% | -44.7% | +241.0% | +236.6% |
| All | -66.4% | -72.0% | +5.6% | -62.8% |
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 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