-2.9%
FRPH vs SPY
+307.0%
-309.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.9% | +2.6% | -3.5% | -2.7% |
| 30D | -3.9% | -2.0% | -1.9% | -2.5% |
| 3M | -16.6% | -2.8% | -13.8% | -14.8% |
| 6M | -13.7% | +2.1% | -15.9% | -15.4% |
| YTD | -19.0% | +11.5% | -30.4% | -26.0% |
| 1Y | -23.0% | +13.5% | -36.5% | -30.7% |
| 3Y | -34.5% | +77.7% | -112.2% | -59.3% |
| 5Y | -38.3% | +72.6% | -110.9% | -61.2% |
| All | -2.9% | +307.0% | -309.9% | -72.6% |
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 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