-6.7%
SW vs FRSH
-72.0%
+65.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | +2.3% | -17.7% | +20.1% | +5.0% |
| 30D | +6.8% | -11.0% | +17.7% | +8.2% |
| 3M | -5.2% | +4.5% | -9.7% | -6.2% |
| 6M | +7.4% | +36.2% | -28.8% | +1.8% |
| YTD | +17.4% | -1.1% | +18.5% | +15.9% |
| 1Y | +27.1% | +11.6% | +15.5% | +22.8% |
| 3Y | +47.9% | -33.9% | +81.8% | +51.9% |
| 5Y | -2.6% | -68.4% | +65.8% | -0.2% |
| All | -6.7% | -72.0% | +65.3% | -5.8% |
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