+77.3%
FREL vs SPY
+355.1%
-277.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | +0.8% | +2.0% | -1.2% | -1.2% |
| 6M | +2.3% | +13.0% | -10.7% | -8.0% |
| YTD | +10.4% | +13.5% | -3.2% | -1.3% |
| 1Y | +8.7% | +20.0% | -11.3% | -7.4% |
| 3Y | +30.8% | +77.2% | -46.4% | -21.6% |
| 5Y | +3.8% | +81.9% | -78.1% | -39.6% |
| 10Y | +66.1% | +314.1% | -247.9% | -51.3% |
| All | +77.3% | +355.1% | -277.9% | -52.2% |
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