+151.0%
SPMO vs FRSH
-72.6%
+223.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.1% | -11.2% | +11.2% | +1.3% |
| 30D | -0.7% | -0.8% | +0.1% | -0.8% |
| 3M | +2.8% | +26.4% | -23.6% | -0.4% |
| 6M | +24.4% | +48.4% | -23.9% | +17.6% |
| YTD | +24.2% | -3.1% | +27.3% | +23.3% |
| 1Y | +24.5% | -8.7% | +33.2% | +24.4% |
| 3Y | +155.6% | -45.8% | +201.4% | +165.9% |
| All | +151.0% | -72.6% | +223.5% | +157.7% |
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