-75.5%
FORR vs SPY
+311.6%
-387.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.6% | -3.0% |
| 7D | -28.6% | -4.7% | -23.8% | -25.1% |
| 30D | -22.5% | -5.9% | -16.6% | -17.9% |
| 3M | -25.2% | -4.5% | -20.7% | -21.9% |
| 6M | +40.1% | +1.8% | +38.3% | +37.3% |
| YTD | +7.1% | +8.3% | -1.2% | -1.1% |
| 1Y | +11.4% | +9.3% | +2.0% | +1.9% |
| 3Y | -63.0% | +74.9% | -137.9% | -79.1% |
| 5Y | -85.0% | +67.3% | -152.3% | -91.2% |
| All | -75.5% | +311.6% | -387.1% | -94.0% |
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