+165.5%
SITM vs FRSH
-3.3%
+168.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.7% | +11.3% | +5.4% |
| 7D | +9.7% | -8.2% | +17.9% | +7.6% |
| 30D | +12.7% | +10.5% | +2.2% | +15.5% |
| 3M | -13.4% | +32.7% | -46.2% | -7.2% |
| 6M | +59.6% | +50.3% | +9.3% | +73.9% |
| YTD | +73.3% | +3.9% | +69.4% | +97.6% |
| 1Y | +165.5% | -2.2% | +167.7% | +215.0% |
| All | +165.5% | -3.3% | +168.9% | +215.0% |
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