-85.6%
SMR vs FRSH
+21.1%
-106.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -3.7% |
| 7D | -9.5% | -13.8% | +4.3% | -8.0% |
| 30D | -33.2% | +0.3% | -33.5% | -33.3% |
| 3M | -45.9% | +10.1% | -56.1% | -46.7% |
| 6M | -57.9% | +47.7% | -105.5% | -60.9% |
| YTD | -63.8% | +8.2% | -72.0% | -68.4% |
| 1Y | -85.6% | +21.4% | -107.0% | -89.4% |
| All | -85.6% | +21.1% | -106.7% | -89.4% |
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