+75.0%
FRA vs SPY
+311.8%
-236.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +1.6% | -2.4% | +4.0% | +2.5% |
| 3M | -3.5% | -1.2% | -2.3% | -3.1% |
| 6M | -1.1% | +3.3% | -4.4% | -2.6% |
| YTD | -2.2% | +12.3% | -14.5% | -6.9% |
| 1Y | -4.9% | +12.4% | -17.3% | -9.5% |
| 3Y | +23.0% | +78.8% | -55.8% | -3.9% |
| 5Y | +27.5% | +75.2% | -47.6% | -0.4% |
| 10Y | +75.0% | +311.1% | -236.1% | -3.8% |
| All | +75.0% | +311.8% | -236.8% | -3.8% |
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