+82.7%
FIRY vs SPY
+12.1%
+70.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -9.4% |
| 7D | -5.5% | +2.6% | -8.1% | -8.7% |
| 30D | -2.9% | -2.0% | -0.9% | +0.2% |
| 3M | +7.2% | -2.8% | +10.0% | +12.0% |
| 6M | +74.4% | +2.1% | +72.3% | +71.0% |
| YTD | +151.7% | +11.5% | +140.3% | +98.3% |
| 1Y | +82.7% | +13.5% | +69.2% | +42.2% |
| All | +82.7% | +12.1% | +70.6% | +42.2% |
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