+48.2%
SW vs FRSH
-34.6%
+82.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +1.8% | -15.5% | +17.3% | +4.4% |
| 30D | +7.0% | -13.7% | +20.7% | +9.2% |
| 3M | -7.6% | +1.4% | -9.1% | -8.5% |
| 6M | +8.5% | +36.0% | -27.5% | +1.7% |
| YTD | +17.7% | -2.0% | +19.6% | +17.9% |
| 1Y | +27.1% | +7.3% | +19.7% | +24.0% |
| 3Y | +48.2% | -29.6% | +77.8% | +52.3% |
| All | +48.2% | -34.6% | +82.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling