+920.3%
FRME vs SPY
+3,015.5%
-2,095.2%
-81.3%
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 | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | +5.6% | -3.7% | +9.3% | +9.3% |
| 3M | -2.0% | -2.7% | +0.7% | +0.3% |
| 6M | +3.8% | +2.2% | +1.6% | +1.0% |
| YTD | +13.0% | +10.8% | +2.2% | +1.5% |
| 1Y | +18.1% | +11.2% | +6.8% | +5.6% |
| 3Y | +61.2% | +76.5% | -15.2% | -7.6% |
| 5Y | +16.0% | +72.9% | -57.0% | -33.4% |
| 10Y | +85.3% | +304.8% | -219.5% | -52.3% |
| All | +920.3% | +3,015.5% | -2,095.2% | +27.3% |
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