-93.6%
FIRY vs SPY
+191.4%
-284.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | -0.4% |
| 7D | +10.1% | -0.9% | +11.0% | +12.2% |
| 30D | +3.0% | -2.4% | +5.3% | +8.0% |
| 3M | +24.9% | -1.2% | +26.0% | +27.3% |
| 6M | +100.0% | +3.3% | +96.7% | +85.4% |
| YTD | +196.1% | +12.3% | +183.8% | +132.4% |
| 1Y | +102.5% | +12.4% | +90.1% | +58.3% |
| 3Y | +139.8% | +78.8% | +61.0% | -37.4% |
| 5Y | -94.7% | +75.2% | -169.9% | -98.3% |
| All | -93.6% | +191.4% | -284.9% | -98.5% |
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