-95.0%
FIRY vs SPY
+191.6%
-286.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.6% |
| 7D | -0.6% | -0.4% | -0.2% | +0.1% |
| 30D | -5.6% | -1.4% | -4.3% | -3.1% |
| 3M | +12.3% | +3.7% | +8.6% | +3.0% |
| 6M | +192.6% | +13.0% | +179.6% | +125.2% |
| YTD | +129.5% | +12.4% | +117.1% | +80.3% |
| 1Y | +32.0% | +18.5% | +13.5% | -7.7% |
| 3Y | +44.0% | +77.6% | -33.7% | -61.2% |
| 5Y | -95.7% | +81.7% | -177.4% | -98.7% |
| All | -95.0% | +191.6% | -286.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling