+48.6%
SGI vs FRSH
-46.5%
+95.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.9% | -11.2% | +6.2% | -2.4% |
| 30D | +1.6% | -0.8% | +2.4% | +1.5% |
| 3M | -3.2% | +26.4% | -29.6% | -8.9% |
| 6M | -16.0% | +48.4% | -64.4% | -24.9% |
| YTD | -25.4% | -3.1% | -22.3% | -26.0% |
| 1Y | -21.6% | -8.7% | -12.9% | -21.0% |
| All | +48.6% | -46.5% | +95.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling