+45.5%
FIRY vs SPY
+80.4%
-34.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +2.5% | +0.1% | +2.5% | +2.4% |
| 3M | +5.5% | +2.0% | +3.5% | +2.5% |
| 6M | +193.6% | +13.0% | +180.6% | +143.1% |
| YTD | +135.0% | +13.5% | +121.5% | +94.7% |
| 1Y | +36.9% | +20.0% | +16.9% | +4.6% |
| All | +45.5% | +80.4% | -34.9% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling