+539.5%
STRL vs FRSH
-46.2%
+585.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +8.2% | -9.6% | +17.8% | +9.1% |
| 30D | -6.3% | -0.4% | -5.9% | -6.5% |
| 3M | -41.2% | +27.2% | -68.4% | -43.7% |
| 6M | +20.4% | +42.2% | -21.8% | +11.8% |
| YTD | +61.7% | -2.6% | +64.3% | +62.9% |
| 1Y | +72.7% | -10.2% | +82.9% | +77.5% |
| All | +539.5% | -46.2% | +585.7% | +711.5% |
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