+78.4%
FREL vs SPY
+335.6%
-257.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +2.0% | -2.7% | +4.7% | +4.3% |
| 30D | +8.1% | -5.4% | +13.5% | +12.9% |
| 3M | -1.6% | -4.1% | +2.5% | +1.6% |
| 6M | +0.4% | +0.7% | -0.3% | -0.8% |
| YTD | +11.1% | +8.7% | +2.4% | +2.8% |
| 1Y | +11.7% | +10.9% | +0.8% | +1.5% |
| 3Y | +40.5% | +75.0% | -34.5% | -15.3% |
| 5Y | +4.6% | +67.8% | -63.2% | -34.9% |
| 10Y | +86.5% | +312.9% | -226.4% | -45.3% |
| All | +78.4% | +335.6% | -257.2% | -50.3% |
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