-3.0%
SW vs FRSH
-70.6%
+67.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.9% |
| 7D | -5.1% | -8.2% | +3.1% | -4.0% |
| 30D | -4.6% | +10.5% | -15.1% | -6.1% |
| 3M | +9.4% | +32.7% | -23.4% | +4.7% |
| 6M | +3.5% | +50.3% | -46.8% | -3.2% |
| YTD | +22.0% | +3.9% | +18.1% | +20.1% |
| 1Y | +2.2% | -2.2% | +4.4% | +1.4% |
| 3Y | +19.6% | -42.9% | +62.5% | +25.4% |
| All | -3.0% | -70.6% | +67.6% | -2.4% |
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