+289.1%
SN vs FRSH
-33.1%
+322.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.3% | -6.6% | -0.7% | -5.8% |
| 30D | -13.6% | +2.1% | -15.7% | -14.1% |
| 3M | +18.6% | +29.0% | -10.4% | +11.2% |
| 6M | +46.0% | +48.6% | -2.7% | +31.4% |
| YTD | +43.7% | -2.9% | +46.6% | +43.6% |
| 1Y | +39.2% | -7.9% | +47.1% | +40.9% |
| 3Y | +306.5% | -46.5% | +353.0% | +330.7% |
| All | +289.1% | -33.1% | +322.1% | +319.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling