+5.7%
FORR vs SPY
+1,585.1%
-1,579.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -3.6% |
| 7D | -22.3% | -0.7% | -21.5% | -21.7% |
| 30D | -16.7% | -1.0% | -15.6% | -15.9% |
| 3M | -20.2% | -0.3% | -19.9% | -20.0% |
| 6M | +50.5% | +7.3% | +43.1% | +40.8% |
| YTD | +15.3% | +13.3% | +1.9% | +2.7% |
| 1Y | +23.5% | +14.8% | +8.7% | +8.8% |
| 3Y | -60.2% | +82.9% | -143.2% | -77.2% |
| 5Y | -83.5% | +75.6% | -159.1% | -90.3% |
| 10Y | -73.1% | +330.5% | -403.6% | -92.6% |
| All | +5.7% | +1,585.1% | -1,579.4% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling