+172.4%
FRDM vs SPY
+183.6%
-11.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -2.4% |
| 30D | -16.0% | -5.4% | -10.6% | -11.6% |
| 3M | -11.0% | -4.1% | -6.9% | -7.3% |
| 6M | -12.6% | +0.7% | -13.3% | -12.3% |
| YTD | +16.5% | +8.7% | +7.9% | +10.1% |
| 1Y | +26.6% | +10.9% | +15.7% | +17.6% |
| 3Y | +111.7% | +75.0% | +36.7% | +34.1% |
| 5Y | +100.4% | +67.8% | +32.6% | +30.6% |
| All | +172.4% | +183.6% | -11.2% | +11.7% |
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