+818.9%
FRD vs SPY
+318.9%
+500.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -0.9% |
| 30D | +3.8% | -1.7% | +5.5% | +4.7% |
| 3M | +74.4% | +4.7% | +69.6% | +70.7% |
| 6M | +152.5% | +12.5% | +140.0% | +138.9% |
| YTD | +118.3% | +11.7% | +106.6% | +107.2% |
| 1Y | +106.0% | +17.5% | +88.5% | +91.3% |
| 3Y | +253.7% | +76.6% | +177.1% | +170.3% |
| 5Y | +276.0% | +82.0% | +194.0% | +180.4% |
| All | +818.9% | +318.9% | +500.0% | +434.2% |
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