+799.8%
FRO vs SPY
+79.8%
+720.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | +6.6% | -2.0% | +8.5% | +7.9% |
| 30D | +26.9% | -1.7% | +28.6% | +28.2% |
| 3M | +39.2% | +4.7% | +34.5% | +35.0% |
| 6M | +47.9% | +12.5% | +35.4% | +36.8% |
| YTD | +138.8% | +11.7% | +127.1% | +122.0% |
| 1Y | +130.9% | +17.5% | +113.4% | +107.4% |
| 3Y | +262.4% | +76.6% | +185.8% | +147.2% |
| 5Y | +799.8% | +82.0% | +717.8% | +488.6% |
| All | +799.8% | +79.8% | +720.1% | +488.6% |
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 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