+982.8%
FR vs SPY
+2,789.9%
-1,807.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -1.2% | -2.7% | +1.5% | +1.6% |
| 30D | -7.6% | -5.4% | -2.2% | -2.0% |
| 3M | -14.5% | -4.1% | -10.4% | -10.7% |
| 6M | -12.6% | +0.7% | -13.3% | -13.8% |
| YTD | -3.8% | +8.7% | -12.4% | -12.8% |
| 1Y | +0.7% | +10.9% | -10.1% | -10.8% |
| 3Y | +36.5% | +75.0% | -38.5% | -27.3% |
| 5Y | +3.6% | +67.8% | -64.2% | -43.2% |
| 10Y | +177.5% | +312.9% | -135.3% | -45.4% |
| All | +982.8% | +2,789.9% | -1,807.1% | -25.6% |
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