+18.2%
STM vs FRSH
-72.0%
+90.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | +5.2% | -10.1% | +15.3% | +7.7% |
| 30D | -7.4% | +2.2% | -9.6% | -8.2% |
| 3M | -30.6% | +28.6% | -59.2% | -35.6% |
| 6M | +66.4% | +40.2% | +26.2% | +48.6% |
| YTD | +101.1% | -1.2% | +102.4% | +95.9% |
| 1Y | +97.4% | -7.9% | +105.3% | +95.8% |
| 3Y | +21.1% | -44.7% | +65.9% | +33.4% |
| All | +18.2% | -72.0% | +90.2% | +18.8% |
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