+56.7%
FRNM vs SPY
+44.6%
+12.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +35.5% | -1.4% | +36.9% | +35.7% |
| 3M | +41.4% | +3.7% | +37.7% | +40.9% |
| 6M | +34.0% | +13.0% | +21.0% | +32.8% |
| YTD | +20.9% | +12.4% | +8.5% | +19.8% |
| 1Y | +49.3% | +18.5% | +30.8% | +47.9% |
| All | +56.7% | +44.6% | +12.2% | +54.6% |
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