+674.4%
FRD vs SPY
+308.5%
+365.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +7.5% | +3.3% | +4.2% | +5.7% |
| 30D | -11.0% | -2.7% | -8.3% | -9.7% |
| 3M | -15.0% | -1.7% | -13.3% | -14.2% |
| 6M | +77.8% | +3.1% | +74.7% | +75.5% |
| YTD | +87.4% | +11.9% | +75.5% | +77.9% |
| 1Y | +73.7% | +12.0% | +61.7% | +64.9% |
| 3Y | +242.7% | +78.2% | +164.5% | +160.6% |
| 5Y | +181.0% | +73.2% | +107.7% | +113.4% |
| All | +674.4% | +308.5% | +365.9% | +301.9% |
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