+1,387.6%
FRAF vs SPY
+2,933.2%
-1,545.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +11.4% | +2.0% | +9.4% | +10.9% |
| 6M | +24.0% | +13.0% | +11.0% | +21.2% |
| YTD | +30.4% | +13.5% | +16.8% | +27.3% |
| 1Y | +40.2% | +20.0% | +20.2% | +35.5% |
| 3Y | +146.0% | +77.2% | +68.8% | +121.4% |
| 5Y | +147.0% | +81.9% | +65.1% | +120.0% |
| 10Y | +273.1% | +314.1% | -40.9% | +199.8% |
| All | +1,387.6% | +2,933.2% | -1,545.6% | +856.1% |
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