+170.3%
STT vs FRSH
-72.0%
+242.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.4% |
| 7D | +2.2% | -10.1% | +12.3% | +3.9% |
| 30D | +3.9% | +2.2% | +1.7% | +3.3% |
| 3M | +19.2% | +28.6% | -9.4% | +13.5% |
| 6M | +60.4% | +40.2% | +20.2% | +49.6% |
| YTD | +51.5% | -1.2% | +52.7% | +49.2% |
| 1Y | +76.3% | -7.9% | +84.2% | +75.6% |
| 3Y | +200.7% | -44.7% | +245.5% | +217.9% |
| All | +170.3% | -72.0% | +242.4% | +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 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