-38.4%
FRPH vs SPY
+74.0%
-112.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +0.8% | +3.3% | -2.5% | -0.9% |
| 30D | -7.7% | -2.7% | -5.0% | -6.3% |
| 3M | -16.7% | -1.7% | -15.0% | -15.9% |
| 6M | -17.8% | +3.1% | -20.9% | -19.3% |
| YTD | -19.0% | +11.9% | -30.9% | -24.3% |
| 1Y | -22.7% | +12.0% | -34.7% | -27.8% |
| 3Y | -34.9% | +78.2% | -113.1% | -53.6% |
| 5Y | -38.4% | +73.2% | -111.6% | -55.4% |
| All | -38.4% | +74.0% | -112.4% | -55.4% |
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 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