+161.7%
FRI vs SPY
+627.7%
-466.0%
-72.0%
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% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -3.5% | +0.1% | -3.5% | -3.6% |
| 3M | +1.9% | +2.0% | -0.1% | -0.5% |
| 6M | +4.4% | +13.0% | -8.6% | -7.9% |
| YTD | +15.4% | +13.5% | +1.9% | +1.2% |
| 1Y | +15.3% | +20.0% | -4.7% | -4.5% |
| 3Y | +38.3% | +77.2% | -38.8% | -23.4% |
| 5Y | +17.9% | +81.9% | -63.9% | -37.2% |
| 10Y | +66.7% | +314.1% | -247.4% | -63.0% |
| All | +161.7% | +627.7% | -466.0% | -73.1% |
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