+293.4%
SN vs FRSH
-33.2%
+326.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -7.2% | -11.2% | +3.9% | -4.7% |
| 30D | -13.4% | -0.8% | -12.5% | -13.3% |
| 3M | +26.8% | +26.4% | +0.4% | +19.4% |
| 6M | +44.6% | +48.4% | -3.8% | +30.2% |
| YTD | +45.3% | -3.1% | +48.4% | +45.2% |
| 1Y | +40.1% | -8.7% | +48.8% | +42.2% |
| 3Y | +375.3% | -45.8% | +421.1% | +404.5% |
| All | +293.4% | -33.2% | +326.6% | +324.2% |
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