+865.1%
FRO vs SPY
+896.8%
-31.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | +21.5% | +0.1% | +21.4% | +21.4% |
| 3M | +40.9% | +2.0% | +38.9% | +37.1% |
| 6M | +36.9% | +13.0% | +23.9% | +18.3% |
| YTD | +127.6% | +13.5% | +114.0% | +95.6% |
| 1Y | +128.1% | +20.0% | +108.1% | +83.0% |
| 3Y | +239.8% | +77.2% | +162.6% | +66.9% |
| 5Y | +772.0% | +81.9% | +690.1% | +300.6% |
| 10Y | +1,135.5% | +314.1% | +821.4% | +87.7% |
| All | +865.1% | +896.8% | -31.8% | -43.4% |
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