+550.4%
FRPT vs SPY
+322.5%
+228.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -3.2% |
| 7D | -9.3% | -0.8% | -8.5% | -8.4% |
| 30D | -11.9% | -1.1% | -10.8% | -10.8% |
| 3M | +22.1% | +3.9% | +18.2% | +16.2% |
| 6M | -20.7% | +13.6% | -34.3% | -32.3% |
| YTD | +4.6% | +12.7% | -8.1% | -10.0% |
| 1Y | +19.8% | +17.5% | +2.3% | -2.4% |
| 3Y | -11.9% | +76.9% | -88.8% | -56.5% |
| 5Y | -52.4% | +83.6% | -135.9% | -77.0% |
| All | +550.4% | +322.5% | +228.0% | +24.5% |
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