+911.1%
FRME vs SPY
+2,954.7%
-2,043.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +0.6% | -2.7% | +3.3% | +3.1% |
| 30D | +3.9% | -5.4% | +9.3% | +9.4% |
| 3M | -3.8% | -4.1% | +0.3% | -0.1% |
| 6M | +2.1% | +0.7% | +1.4% | +0.8% |
| YTD | +12.0% | +8.7% | +3.3% | +2.5% |
| 1Y | +18.9% | +10.9% | +8.0% | +6.7% |
| 3Y | +55.1% | +75.0% | -19.9% | -10.4% |
| 5Y | +15.2% | +67.8% | -52.6% | -31.9% |
| 10Y | +101.7% | +312.9% | -211.1% | -49.0% |
| All | +911.1% | +2,954.7% | -2,043.6% | +28.6% |
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