-76.2%
FORR vs SPY
+304.1%
-380.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | -8.0% | -0.6% | -7.5% | -7.5% |
| 30D | -22.7% | -3.7% | -19.1% | -19.9% |
| 3M | -24.3% | -2.7% | -21.5% | -22.3% |
| 6M | +28.1% | +2.2% | +25.9% | +25.1% |
| YTD | +8.4% | +10.8% | -2.5% | -2.0% |
| 1Y | +15.9% | +11.2% | +4.7% | +4.4% |
| 3Y | -63.2% | +76.5% | -139.7% | -79.3% |
| 5Y | -85.2% | +72.9% | -158.1% | -91.6% |
| 10Y | -76.2% | +304.8% | -381.0% | -93.9% |
| All | -76.2% | +304.1% | -380.3% | -93.9% |
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 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