-95.8%
FIRY vs SPY
+81.8%
-177.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -2.7% |
| 7D | -1.8% | +0.5% | -2.4% | -3.0% |
| 30D | -6.9% | -0.9% | -5.9% | -5.1% |
| 3M | +8.1% | +3.9% | +4.2% | -1.8% |
| 6M | +187.9% | +14.5% | +173.3% | +110.1% |
| YTD | +125.8% | +12.9% | +112.8% | +71.8% |
| 1Y | +29.2% | +19.4% | +9.9% | -13.9% |
| 3Y | +41.6% | +78.5% | -36.8% | -68.6% |
| 5Y | -95.8% | +81.8% | -177.5% | -98.9% |
| All | -95.8% | +81.8% | -177.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling