+548.7%
FRBA vs SPY
+760.2%
-211.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +18.0% | +2.0% | +16.1% | +16.2% |
| 6M | +14.6% | +13.0% | +1.5% | +5.5% |
| YTD | +13.3% | +13.5% | -0.3% | +4.0% |
| 1Y | +10.2% | +20.0% | -9.8% | -2.5% |
| 3Y | +68.0% | +77.2% | -9.2% | +15.9% |
| 5Y | +51.0% | +81.9% | -30.9% | +1.5% |
| 10Y | +152.2% | +314.1% | -161.9% | +24.0% |
| All | +548.7% | +760.2% | -211.6% | +228.0% |
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