+98.7%
FRDM vs SPY
+67.4%
+31.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -2.3% |
| 30D | -16.0% | -5.4% | -10.6% | -11.4% |
| 3M | -11.0% | -4.1% | -6.9% | -7.2% |
| 6M | -12.6% | +0.7% | -13.3% | -12.2% |
| YTD | +16.5% | +8.7% | +7.9% | +10.1% |
| 1Y | +26.6% | +10.9% | +15.7% | +17.7% |
| 3Y | +111.7% | +75.0% | +36.7% | +36.6% |
| All | +98.7% | +67.4% | +31.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling