+7,437.4%
FRD vs SPY
+3,091.8%
+4,345.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 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