+13.7%
FORR vs SPY
+12.2%
+1.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.9% |
| 7D | -3.4% | -0.9% | -2.5% | -2.7% |
| 30D | -21.3% | -2.4% | -19.0% | -20.2% |
| 3M | -23.6% | -1.2% | -22.4% | -22.9% |
| 6M | +37.2% | +3.3% | +33.9% | +35.2% |
| YTD | +11.3% | +12.3% | -1.0% | +5.5% |
| All | +13.7% | +12.2% | +1.6% | +7.2% |
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 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