-41.3%
SIRI vs FRSH
-72.5%
+31.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.6% | -6.6% | +7.2% | +1.5% |
| 30D | +2.5% | +2.1% | +0.4% | +2.0% |
| 3M | +6.6% | +29.0% | -22.3% | +2.6% |
| 6M | +32.9% | +48.6% | -15.7% | +24.9% |
| YTD | +50.5% | -2.9% | +53.4% | +49.3% |
| 1Y | +28.0% | -7.9% | +35.9% | +27.8% |
| 3Y | -22.4% | -46.5% | +24.1% | -18.6% |
| All | -41.3% | -72.5% | +31.2% | -41.5% |
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 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