+43.0%
FRNM vs SPY
+44.9%
-1.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -11.9% | -0.8% | -11.1% | -11.8% |
| 30D | +24.4% | -1.1% | +25.5% | +24.5% |
| 3M | +27.5% | +3.9% | +23.6% | +27.0% |
| 6M | +27.3% | +13.6% | +13.7% | +26.1% |
| YTD | +10.3% | +12.7% | -2.4% | +9.3% |
| 1Y | +36.2% | +17.5% | +18.7% | +34.9% |
| All | +43.0% | +44.9% | -1.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling