+227.4%
FRDM vs SPY
+196.3%
+31.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 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% | -2.9% |
| 6M | +23.3% | +13.0% | +10.3% | +12.0% |
| YTD | +40.0% | +13.5% | +26.5% | +26.8% |
| 1Y | +72.3% | +20.0% | +52.4% | +49.2% |
| 3Y | +151.7% | +77.2% | +74.5% | +56.9% |
| 5Y | +131.7% | +81.9% | +49.8% | +40.2% |
| All | +227.4% | +196.3% | +31.1% | +28.7% |
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