+88.1%
FIRY vs SPY
+14.6%
+73.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.9% | -9.4% |
| 7D | -5.7% | -0.7% | -5.0% | -4.8% |
| 30D | -7.8% | -1.0% | -6.8% | -6.3% |
| 3M | +24.0% | -0.3% | +24.3% | +24.7% |
| 6M | +70.4% | +7.3% | +63.1% | +52.8% |
| YTD | +168.9% | +13.3% | +155.6% | +108.0% |
| 1Y | +88.1% | +14.8% | +73.4% | +43.9% |
| All | +88.1% | +14.6% | +73.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling