+214.8%
FRA vs SPY
+1,015.6%
-800.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | +2.7% | +2.0% | +0.7% | +1.8% |
| 6M | +3.3% | +13.0% | -9.7% | -1.9% |
| YTD | +0.9% | +13.5% | -12.6% | -4.4% |
| 1Y | -7.0% | +20.0% | -26.9% | -13.9% |
| 3Y | +23.3% | +77.2% | -53.9% | -3.7% |
| 5Y | +36.9% | +81.9% | -45.0% | +4.4% |
| 10Y | +84.3% | +314.1% | -229.8% | -3.1% |
| All | +214.8% | +1,015.6% | -800.8% | +9.0% |
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 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