+155.4%
FRDM vs SPY
+77.4%
+78.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +5.6% | +0.1% | +5.6% | +5.6% |
| 3M | -1.6% | +2.0% | -3.6% | -3.3% |
| 6M | +23.3% | +13.0% | +10.3% | +10.2% |
| YTD | +40.0% | +13.5% | +26.5% | +24.7% |
| 1Y | +72.3% | +20.0% | +52.4% | +46.5% |
| All | +155.4% | +77.4% | +78.0% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling