+226.8%
SOXX vs FRSH
-46.4%
+273.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -6.6% | +8.0% | +2.3% |
| 30D | -3.6% | +2.1% | -5.7% | -4.2% |
| 3M | -10.2% | +29.0% | -39.1% | -14.8% |
| 6M | +54.2% | +48.6% | +5.6% | +40.1% |
| YTD | +75.2% | -2.9% | +78.1% | +76.2% |
| 1Y | +107.5% | -7.9% | +115.4% | +111.2% |
| 3Y | +226.8% | -46.5% | +273.3% | +266.3% |
| All | +226.8% | -46.4% | +273.2% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling