+130.6%
FRBA vs SPY
+304.1%
-173.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -0.5% | -0.6% | 0.0% | -0.1% |
| 30D | +14.2% | -3.7% | +17.9% | +17.8% |
| 3M | +7.7% | -2.7% | +10.5% | +10.0% |
| 6M | +32.2% | +2.2% | +30.0% | +28.7% |
| YTD | +23.3% | +10.8% | +12.4% | +11.5% |
| 1Y | +29.0% | +11.2% | +17.8% | +16.1% |
| 3Y | +76.9% | +76.5% | +0.4% | +3.6% |
| 5Y | +41.4% | +72.9% | -31.5% | -16.7% |
| 10Y | +130.6% | +304.8% | -174.2% | -23.2% |
| All | +130.6% | +304.1% | -173.5% | -23.2% |
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