+183.1%
FR vs SPY
+308.5%
-125.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.4% | +3.3% | -0.9% | -0.5% |
| 30D | -7.8% | -2.7% | -5.1% | -5.5% |
| 3M | -12.1% | -1.7% | -10.4% | -10.8% |
| 6M | -10.1% | +3.1% | -13.1% | -12.9% |
| YTD | -1.1% | +11.9% | -13.0% | -11.2% |
| 1Y | +1.6% | +12.0% | -10.3% | -8.8% |
| 3Y | +40.1% | +78.2% | -38.1% | -18.6% |
| 5Y | +5.0% | +73.2% | -68.2% | -37.8% |
| All | +183.1% | +308.5% | -125.4% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling