+16.7%
STM vs FRSH
-27.1%
+43.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +4.6% | +7.4% | +11.2% |
| 30D | -0.4% | -7.5% | +7.1% | +0.6% |
| 3M | -13.2% | -0.1% | -13.1% | -13.6% |
| 6M | -26.1% | +54.5% | -80.6% | -33.5% |
| YTD | +81.2% | +3.4% | +77.8% | +80.9% |
| 1Y | +98.3% | +6.4% | +91.9% | +95.8% |
| 3Y | +16.7% | -26.3% | +43.0% | +22.7% |
| All | +16.7% | -27.1% | +43.8% | +22.7% |
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