+1,259.3%
STRL vs FRSH
-70.7%
+1,330.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | +4.6% | +11.0% | +15.0% |
| 30D | -35.5% | -7.5% | -28.0% | -34.8% |
| 3M | -47.1% | -0.1% | -47.1% | -47.2% |
| 6M | -65.8% | +54.5% | -120.3% | -68.2% |
| YTD | -4.5% | +3.4% | -7.9% | -6.3% |
| 1Y | -10.5% | +6.4% | -16.9% | -12.7% |
| 3Y | +340.6% | -26.3% | +366.9% | +349.0% |
| 5Y | +911.0% | -66.4% | +977.4% | +893.1% |
| All | +1,259.3% | -70.7% | +1,330.0% | +1,172.1% |
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