+37.9%
FRAF vs SPY
+21.3%
+16.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | -0.4% | +0.2% | -0.6% | -0.5% |
| 3M | +13.5% | +2.8% | +10.7% | +12.2% |
| 6M | +21.5% | +14.3% | +7.3% | +13.9% |
| YTD | +28.2% | +14.0% | +14.3% | +20.5% |
| All | +37.9% | +21.3% | +16.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling