+99.6%
STM vs FRSH
-3.3%
+102.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +1.2% |
| 7D | +5.8% | -8.2% | +13.9% | +4.6% |
| 30D | -1.0% | +10.5% | -11.5% | +0.6% |
| 3M | -33.3% | +32.7% | -66.0% | -30.2% |
| 6M | +57.4% | +50.3% | +7.1% | +64.3% |
| YTD | +102.2% | +3.9% | +98.3% | +135.2% |
| 1Y | +99.6% | -2.2% | +101.7% | +132.2% |
| All | +99.6% | -3.3% | +102.9% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling