+1,521.2%
FRAF vs SPY
+2,878.3%
-1,357.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +9.1% | -2.8% | +11.9% | +9.7% |
| 6M | +26.2% | +2.1% | +24.0% | +25.6% |
| YTD | +42.1% | +11.5% | +30.6% | +39.2% |
| 1Y | +46.2% | +13.5% | +32.7% | +42.7% |
| 3Y | +126.2% | +77.7% | +48.5% | +103.6% |
| 5Y | +158.5% | +72.6% | +85.9% | +132.5% |
| 10Y | +296.7% | +308.2% | -11.4% | +219.8% |
| All | +1,521.2% | +2,878.3% | -1,357.1% | +945.3% |
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