+46.3%
FRAF vs SPY
+11.8%
+34.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.8% | +3.3% | -2.5% | -0.4% |
| 30D | +10.7% | -2.7% | +13.4% | +11.8% |
| 3M | +9.3% | -1.7% | +11.0% | +10.0% |
| 6M | +25.7% | +3.1% | +22.6% | +23.8% |
| YTD | +42.3% | +11.9% | +30.4% | +35.5% |
| 1Y | +46.3% | +12.0% | +34.4% | +39.4% |
| All | +46.3% | +11.8% | +34.6% | +39.4% |
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