+98.3%
SPYG vs FRSH
-46.4%
+144.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -6.6% | +5.7% | +0.1% |
| 30D | -1.5% | +2.1% | -3.6% | -2.0% |
| 3M | +3.7% | +29.0% | -25.2% | -0.6% |
| 6M | +16.4% | +48.6% | -32.2% | +8.4% |
| YTD | +13.3% | -2.9% | +16.3% | +13.2% |
| 1Y | +17.9% | -7.9% | +25.8% | +18.6% |
| 3Y | +98.3% | -46.5% | +144.9% | +110.2% |
| All | +98.3% | -46.4% | +144.7% | +110.2% |
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