+1.5%
SMR vs FRSH
-35.6%
+37.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.4% |
| 7D | +4.7% | -11.2% | +15.9% | +7.7% |
| 30D | +3.2% | -0.8% | +4.1% | +3.0% |
| 3M | +9.9% | +26.4% | -16.5% | +1.5% |
| 6M | -15.1% | +48.4% | -63.5% | -25.6% |
| YTD | -27.9% | -3.1% | -24.8% | -29.7% |
| 1Y | -70.2% | -8.7% | -61.5% | -70.5% |
| 3Y | +72.5% | -45.8% | +118.3% | +87.9% |
| All | +1.5% | -35.6% | +37.1% | +0.9% |
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