+6,134.4%
FRD vs SPY
+3,034.0%
+3,100.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.7% | +2.6% | +2.1% | +3.5% |
| 30D | -10.1% | -2.0% | -8.2% | -9.3% |
| 3M | -14.7% | -2.8% | -11.9% | -13.5% |
| 6M | +73.3% | +2.1% | +71.2% | +72.0% |
| YTD | +85.0% | +11.5% | +73.5% | +77.0% |
| 1Y | +69.5% | +13.5% | +56.0% | +61.0% |
| 3Y | +231.4% | +77.7% | +153.7% | +159.5% |
| 5Y | +177.4% | +72.6% | +104.8% | +118.7% |
| 10Y | +684.6% | +308.2% | +376.5% | +329.1% |
| All | +6,134.4% | +3,034.0% | +3,100.4% | +1,489.5% |
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