+172.5%
STT vs FRSH
-72.5%
+245.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.4% | -6.6% | +6.2% | +0.6% |
| 30D | +1.7% | +2.1% | -0.4% | +1.2% |
| 3M | +17.9% | +29.0% | -11.1% | +12.2% |
| 6M | +55.3% | +48.6% | +6.7% | +43.4% |
| YTD | +52.7% | -2.9% | +55.6% | +50.9% |
| 1Y | +75.7% | -7.9% | +83.6% | +74.9% |
| 3Y | +197.9% | -46.5% | +244.4% | +216.6% |
| All | +172.5% | -72.5% | +245.0% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling