+98.8%
STM vs FRSH
-10.8%
+109.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -1.1% | -11.2% | +10.1% | -2.6% |
| 30D | -7.8% | -0.8% | -7.0% | -7.7% |
| 3M | -28.2% | +26.4% | -54.6% | -25.6% |
| 6M | +52.0% | +48.4% | +3.6% | +56.3% |
| YTD | +96.4% | -3.1% | +99.5% | +127.7% |
| 1Y | +98.8% | -8.7% | +107.5% | +137.0% |
| All | +98.8% | -10.8% | +109.6% | +137.0% |
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