-7.8%
FRNW vs SPY
+85.9%
-93.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +1.1% |
| 30D | -4.1% | -1.1% | -3.0% | -3.1% |
| 3M | -9.2% | +3.9% | -13.1% | -12.5% |
| 6M | -1.6% | +13.6% | -15.2% | -12.8% |
| YTD | +10.4% | +12.7% | -2.3% | -1.2% |
| 1Y | +22.2% | +17.5% | +4.7% | +5.4% |
| 3Y | +35.6% | +76.9% | -41.3% | -23.2% |
| All | -7.8% | +85.9% | -93.7% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling