+65.5%
FREL vs SPY
+311.3%
-245.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -2.7% | -0.9% | -1.8% | -2.0% |
| 3M | +1.2% | +3.9% | -2.7% | -2.3% |
| 6M | +4.3% | +14.5% | -10.2% | -7.4% |
| YTD | +10.2% | +12.9% | -2.7% | -1.1% |
| 1Y | +7.9% | +19.4% | -11.4% | -7.8% |
| 3Y | +32.1% | +78.5% | -46.4% | -22.0% |
| 5Y | +4.3% | +81.8% | -77.5% | -39.9% |
| 10Y | +65.5% | +311.5% | -246.1% | -52.6% |
| All | +65.5% | +311.3% | -245.9% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling