+106.5%
SPG vs FRSH
-46.2%
+152.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -1.7% | -9.6% | +7.9% | -0.3% |
| 30D | -6.3% | -0.4% | -5.9% | -6.4% |
| 3M | -2.4% | +27.2% | -29.6% | -6.1% |
| 6M | +9.6% | +42.2% | -32.6% | +3.1% |
| YTD | +14.2% | -2.6% | +16.8% | +14.0% |
| 1Y | +19.3% | -10.2% | +29.5% | +20.6% |
| All | +106.5% | -46.2% | +152.7% | +119.2% |
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 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