+162.2%
FRI vs SPY
+596.5%
-434.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | +2.0% | -2.7% | +4.7% | +4.6% |
| 30D | +6.8% | -5.4% | +12.2% | +12.4% |
| 3M | -2.3% | -4.1% | +1.8% | +1.4% |
| 6M | +1.1% | +0.7% | +0.3% | -0.5% |
| YTD | +15.6% | +8.7% | +7.0% | +5.4% |
| 1Y | +15.7% | +10.9% | +4.9% | +3.4% |
| 3Y | +48.8% | +75.0% | -26.2% | -17.0% |
| 5Y | +16.2% | +67.8% | -51.6% | -33.2% |
| 10Y | +88.6% | +312.9% | -224.2% | -58.3% |
| All | +162.2% | +596.5% | -434.2% | -72.0% |
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