+251.4%
SOXX vs FRSH
-72.5%
+323.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -6.6% | +8.0% | +2.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.4% |
| 3M | -10.2% | +29.0% | -39.1% | -16.4% |
| 6M | +54.2% | +48.6% | +5.6% | +36.8% |
| YTD | +75.2% | -2.9% | +78.1% | +71.3% |
| 1Y | +107.5% | -7.9% | +115.4% | +105.3% |
| 3Y | +226.8% | -46.5% | +273.3% | +258.8% |
| All | +251.4% | -72.5% | +323.9% | +260.2% |
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