+289.5%
FRAF vs SPY
+307.0%
-17.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +0.9% | +2.6% | -1.7% | -0.4% |
| 30D | +11.3% | -2.0% | +13.3% | +12.4% |
| 3M | +9.1% | -2.8% | +11.9% | +10.6% |
| 6M | +26.2% | +2.1% | +24.0% | +24.5% |
| YTD | +42.1% | +11.5% | +30.6% | +34.0% |
| 1Y | +46.2% | +13.5% | +32.7% | +36.5% |
| 3Y | +126.2% | +77.7% | +48.5% | +65.2% |
| 5Y | +158.5% | +72.6% | +85.9% | +89.8% |
| All | +289.5% | +307.0% | -17.5% | +86.2% |
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