+949.1%
FRO vs SPY
+878.8%
+70.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +3.4% | +2.6% | +0.8% | +0.3% |
| 30D | -16.5% | -2.0% | -14.5% | -14.8% |
| 3M | +23.7% | -2.8% | +26.5% | +27.2% |
| 6M | +40.7% | +2.1% | +38.5% | +36.0% |
| YTD | +147.4% | +11.5% | +135.9% | +116.2% |
| 1Y | +115.5% | +13.5% | +102.0% | +84.0% |
| 3Y | +184.5% | +77.7% | +106.8% | +39.3% |
| 5Y | +764.5% | +72.6% | +691.9% | +321.5% |
| 10Y | +1,147.2% | +308.2% | +839.0% | +91.5% |
| All | +949.1% | +878.8% | +70.3% | -37.4% |
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