-79.6%
SPXS vs FRSH
-46.4%
-33.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +2.5% | -6.6% | +9.1% | +0.1% |
| 30D | +4.2% | +2.1% | +2.1% | +5.4% |
| 3M | -9.3% | +29.0% | -38.3% | +0.6% |
| 6M | -30.7% | +48.6% | -79.3% | -17.8% |
| YTD | -28.1% | -2.9% | -25.1% | -28.7% |
| 1Y | -35.1% | -7.9% | -27.2% | -36.6% |
| 3Y | -79.6% | -46.5% | -33.1% | -81.2% |
| All | -79.6% | -46.4% | -33.2% | -81.2% |
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