+1,006.4%
FR vs SPY
+2,858.3%
-1,851.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.3% |
| 7D | +0.2% | +0.1% | +0.2% | +0.1% |
| 30D | -7.6% | -3.3% | -4.2% | -4.2% |
| 3M | -13.0% | -2.4% | -10.5% | -10.8% |
| 6M | -11.0% | +2.6% | -13.6% | -14.0% |
| YTD | -1.7% | +11.2% | -12.9% | -13.1% |
| 1Y | +0.8% | +13.4% | -12.6% | -12.8% |
| 3Y | +40.5% | +79.9% | -39.4% | -27.3% |
| 5Y | +4.8% | +72.2% | -67.3% | -44.1% |
| 10Y | +179.3% | +307.3% | -128.0% | -44.1% |
| All | +1,006.4% | +2,858.3% | -1,851.9% | -25.9% |
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