-57.7%
FORR vs SPY
+77.4%
-135.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | +78.7% | +2.0% | +76.7% | +76.5% |
| 6M | +103.0% | +13.0% | +90.0% | +88.3% |
| YTD | +55.8% | +13.5% | +42.2% | +44.2% |
| 1Y | +30.3% | +20.0% | +10.3% | +16.6% |
| All | -57.7% | +77.4% | -135.1% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling