+66.5%
FRI vs SPY
+311.3%
-244.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -0.5% | +0.5% | -1.1% | -1.0% |
| 30D | -2.8% | -0.9% | -1.9% | -2.1% |
| 3M | +2.2% | +3.9% | -1.7% | -1.3% |
| 6M | +6.6% | +14.5% | -7.9% | -5.2% |
| YTD | +15.4% | +12.9% | +2.5% | +3.6% |
| 1Y | +14.6% | +19.4% | -4.7% | -2.0% |
| 3Y | +39.9% | +78.5% | -38.5% | -16.8% |
| 5Y | +18.7% | +81.8% | -63.1% | -31.1% |
| 10Y | +66.5% | +311.5% | -245.0% | -51.5% |
| All | +66.5% | +311.3% | -244.8% | -51.5% |
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