+23.5%
FORR vs SPY
+14.6%
+8.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -3.1% |
| 7D | -22.3% | -0.7% | -21.5% | -21.9% |
| 30D | -16.7% | -1.0% | -15.6% | -16.2% |
| 3M | -20.2% | -0.3% | -19.9% | -20.0% |
| 6M | +50.5% | +7.3% | +43.1% | +43.8% |
| YTD | +15.3% | +13.3% | +1.9% | +7.7% |
| 1Y | +23.5% | +14.8% | +8.7% | +12.6% |
| All | +23.5% | +14.6% | +8.8% | +12.6% |
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