+28.7%
SRE vs FRSH
-46.4%
+75.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | -6.6% | +5.8% | -0.5% |
| 30D | -3.0% | +2.1% | -5.1% | -3.2% |
| 3M | -8.3% | +29.0% | -37.3% | -9.9% |
| 6M | -8.9% | +48.6% | -57.5% | -11.8% |
| YTD | -4.3% | -2.9% | -1.3% | -3.8% |
| 1Y | +2.7% | -7.9% | +10.6% | +3.7% |
| 3Y | +28.7% | -46.5% | +75.2% | +32.3% |
| All | +28.7% | -46.4% | +75.1% | +32.3% |
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