+19.6%
STM vs FRSH
-46.2%
+65.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +1.7% | -9.6% | +11.2% | +3.4% |
| 30D | -5.2% | -0.4% | -4.7% | -5.4% |
| 3M | -29.6% | +27.2% | -56.8% | -33.5% |
| 6M | +54.4% | +42.2% | +12.2% | +39.6% |
| YTD | +99.5% | -2.6% | +102.1% | +101.1% |
| 1Y | +100.8% | -10.2% | +110.9% | +107.3% |
| All | +19.6% | -46.2% | +65.8% | +39.7% |
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