+52.0%
SRE vs FRSH
-72.4%
+124.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +1.5% | -9.6% | +11.0% | +1.9% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | -5.8% | +27.2% | -33.0% | -7.0% |
| 6M | -7.8% | +42.2% | -50.0% | -9.8% |
| YTD | -2.4% | -2.6% | +0.3% | -2.5% |
| 1Y | +8.9% | -10.2% | +19.1% | +9.2% |
| 3Y | +31.1% | -45.5% | +76.6% | +33.3% |
| All | +52.0% | -72.4% | +124.4% | +47.1% |
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