-14.4%
SMR vs FRSH
-35.5%
+21.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | -6.6% | -4.6% | -9.9% |
| 30D | -10.2% | +2.1% | -12.3% | -11.1% |
| 3M | -10.0% | +29.0% | -39.0% | -17.3% |
| 6M | -30.5% | +48.6% | -79.1% | -39.1% |
| YTD | -39.2% | -2.9% | -36.3% | -40.7% |
| 1Y | -75.5% | -7.9% | -67.6% | -75.8% |
| 3Y | +45.4% | -46.5% | +92.0% | +58.6% |
| All | -14.4% | -35.5% | +21.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling