+475.9%
SITM vs FRSH
-46.4%
+522.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -6.6% | +10.4% | +6.4% |
| 30D | -6.6% | +2.1% | -8.7% | -8.3% |
| 3M | -11.9% | +29.0% | -40.8% | -22.6% |
| 6M | +81.1% | +48.6% | +32.5% | +44.3% |
| YTD | +80.0% | -2.9% | +82.9% | +75.6% |
| 1Y | +145.8% | -7.9% | +153.7% | +146.5% |
| 3Y | +475.9% | -46.5% | +522.4% | +610.3% |
| All | +475.9% | -46.4% | +522.3% | +610.3% |
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