+267.6%
FRPT vs SPY
+361.5%
-93.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | +42.7% | +2.0% | +40.7% | +38.8% |
| 6M | -17.8% | +13.0% | -30.9% | -29.3% |
| YTD | +15.3% | +13.5% | +1.7% | -1.5% |
| 1Y | +31.9% | +20.0% | +12.0% | +5.3% |
| 3Y | -7.3% | +77.2% | -84.4% | -53.6% |
| 5Y | -47.1% | +81.9% | -129.0% | -73.8% |
| 10Y | +586.6% | +314.1% | +272.6% | +40.5% |
| All | +267.6% | +361.5% | -93.9% | -28.4% |
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