+11.4%
FORR vs SPY
+9.8%
+1.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.6% | -4.2% |
| 7D | -28.6% | -4.7% | -23.8% | -26.1% |
| 30D | -22.5% | -5.9% | -16.6% | -19.4% |
| 3M | -25.2% | -4.5% | -20.7% | -22.8% |
| 6M | +40.1% | +1.8% | +38.3% | +39.0% |
| YTD | +7.1% | +8.3% | -1.2% | +3.3% |
| 1Y | +11.4% | +9.3% | +2.0% | +5.5% |
| All | +11.4% | +9.8% | +1.6% | +5.5% |
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