+30.0%
SOXX vs FRSH
+16.1%
+13.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.2% | -7.9% | -12.8% |
| 7D | -23.0% | -15.4% | -7.6% | -25.3% |
| 30D | -32.9% | -7.7% | -25.2% | -33.7% |
| 3M | -25.4% | +10.2% | -35.6% | -23.3% |
| 6M | -17.9% | +38.2% | -56.1% | -11.8% |
| YTD | +31.6% | +3.7% | +28.0% | +43.6% |
| 1Y | +30.0% | +14.8% | +15.1% | +39.6% |
| All | +30.0% | +16.1% | +13.9% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling