+169.5%
STT vs FRSH
-72.6%
+242.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.4% | -11.2% | +9.8% | +0.5% |
| 30D | +2.2% | -0.8% | +3.0% | +2.1% |
| 3M | +18.8% | +26.4% | -7.6% | +13.5% |
| 6M | +57.9% | +48.4% | +9.5% | +45.9% |
| YTD | +51.0% | -3.1% | +54.1% | +49.3% |
| 1Y | +77.1% | -8.7% | +85.8% | +76.7% |
| 3Y | +199.8% | -45.8% | +245.6% | +217.9% |
| All | +169.5% | -72.6% | +242.1% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling