+1,226.3%
FRPH vs SPY
+3,091.8%
-1,865.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +3.0% | +0.1% | +3.0% | +3.0% |
| 3M | -4.2% | +2.0% | -6.2% | -5.5% |
| 6M | -6.5% | +13.0% | -19.5% | -13.1% |
| YTD | -0.9% | +13.5% | -14.4% | -8.2% |
| 1Y | -11.4% | +20.0% | -31.4% | -20.5% |
| 3Y | -20.8% | +77.2% | -98.0% | -43.3% |
| 5Y | -21.5% | +81.9% | -103.4% | -45.2% |
| 10Y | +35.8% | +314.1% | -278.3% | -38.4% |
| All | +1,226.3% | +3,091.8% | -1,865.5% | +338.3% |
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