+1,135.6%
FR vs SPY
+2,919.6%
-1,784.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +1.1% | +2.0% | -0.9% | -1.5% |
| 6M | +0.7% | +13.0% | -12.3% | -12.2% |
| YTD | +9.8% | +13.5% | -3.7% | -4.9% |
| 1Y | +22.9% | +20.0% | +2.9% | 0.0% |
| 3Y | +29.7% | +77.2% | -47.5% | -31.6% |
| 5Y | +25.2% | +81.9% | -56.7% | -37.1% |
| 10Y | +178.5% | +314.1% | -135.5% | -45.1% |
| All | +1,135.6% | +2,919.6% | -1,784.0% | -18.9% |
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