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  • FRD vs SPY✓SelectedUSD · SPYFRD vs SPY performance historyLatest closeAs of+0.53%09/04
Stock and ETF performance explorer

FRD vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,437.4%
SPY return
+3,091.8%
Excess return
+4,345.6%
Maximum drawdown
-70.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
1D+0.5%-0.4%+0.9%+0.7%
7D+4.3%+0.1%+4.2%+4.2%
30D+23.6%+0.1%+23.5%+23.6%
3M+87.3%+2.0%+85.3%+85.9%
6M+136.9%+13.0%+123.9%+125.1%
YTD+123.7%+13.5%+110.1%+112.1%
1Y+117.1%+20.0%+97.2%+101.5%
3Y+228.1%+77.2%+150.9%+157.0%
5Y+299.6%+81.9%+217.7%+207.9%
10Y+800.0%+314.1%+485.9%+388.3%
All+7,437.4%+3,091.8%+4,345.6%+1,804.6%

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