-85.0%
FORR vs SPY
+67.4%
-152.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -19.8% | -2.7% | -17.1% | -18.1% |
| 30D | -20.4% | -5.4% | -15.0% | -17.1% |
| 3M | -26.4% | -4.1% | -22.3% | -24.1% |
| 6M | +45.0% | +0.7% | +44.3% | +44.1% |
| YTD | +8.7% | +8.7% | +0.1% | +2.3% |
| 1Y | +17.4% | +10.9% | +6.5% | +8.8% |
| 3Y | -63.2% | +75.0% | -138.2% | -76.2% |
| All | -85.0% | +67.4% | -152.3% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling