+19.6%
SW vs FRSH
-42.2%
+61.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +2.1% |
| 7D | -5.1% | -8.2% | +3.1% | -3.7% |
| 30D | -4.6% | +10.5% | -15.1% | -6.4% |
| 3M | +9.4% | +32.7% | -23.4% | +3.7% |
| 6M | +3.5% | +50.3% | -46.8% | -4.9% |
| YTD | +22.0% | +3.9% | +18.1% | +21.4% |
| 1Y | +2.2% | -2.2% | +4.4% | +2.9% |
| All | +19.6% | -42.2% | +61.8% | +37.9% |
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