+66.3%
SO vs FRSH
-70.6%
+136.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.8% |
| 7D | -0.2% | -8.2% | +8.0% | -0.2% |
| 30D | -4.6% | +10.5% | -15.1% | -4.5% |
| 3M | -3.0% | +32.7% | -35.8% | -2.9% |
| 6M | -8.3% | +50.3% | -58.5% | -8.1% |
| YTD | +3.5% | +3.9% | -0.4% | +3.7% |
| 1Y | -0.9% | -2.2% | +1.2% | -0.8% |
| 3Y | +45.4% | -42.9% | +88.3% | +46.2% |
| All | +66.3% | -70.6% | +136.9% | +61.2% |
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 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