-100.0%
FRGT vs SPY
+251.5%
-351.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.2% |
| 7D | -23.7% | +2.6% | -26.3% | -25.2% |
| 30D | -69.6% | -2.0% | -67.6% | -68.9% |
| 3M | -96.6% | -2.8% | -93.8% | -96.5% |
| 6M | -98.4% | +2.1% | -100.5% | -98.4% |
| YTD | -91.1% | +11.5% | -102.6% | -91.9% |
| 1Y | -96.0% | +13.5% | -109.5% | -96.4% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +251.5% | -351.5% | -100.0% |
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