-86.5%
SPXS vs FRSH
-72.6%
-13.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.7% |
| 7D | +6.4% | -11.2% | +17.5% | +1.4% |
| 30D | +6.0% | -0.8% | +6.8% | +6.1% |
| 3M | -11.6% | +26.4% | -38.0% | -1.6% |
| 6M | -28.7% | +48.4% | -77.1% | -14.2% |
| YTD | -26.3% | -3.1% | -23.2% | -25.5% |
| 1Y | -34.9% | -8.7% | -26.2% | -35.5% |
| 3Y | -79.5% | -45.8% | -33.7% | -81.2% |
| All | -86.5% | -72.6% | -13.9% | -83.8% |
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