+86.8%
SPYM vs FRSH
-72.5%
+159.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -6.6% | +5.8% | +0.1% |
| 30D | -1.1% | +2.1% | -3.2% | -1.5% |
| 3M | +3.9% | +29.0% | -25.1% | -0.2% |
| 6M | +13.6% | +48.6% | -35.0% | +6.5% |
| YTD | +12.7% | -2.9% | +15.7% | +11.8% |
| 1Y | +17.6% | -7.9% | +25.5% | +17.3% |
| 3Y | +77.2% | -46.5% | +123.7% | +86.5% |
| All | +86.8% | -72.5% | +159.3% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling