+31.6%
FRST vs SPY
+82.8%
-51.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.3% | +0.1% | +0.3% | +0.2% |
| 3M | +10.3% | +2.0% | +8.3% | +8.4% |
| 6M | +23.6% | +13.0% | +10.6% | +11.9% |
| YTD | +20.2% | +13.5% | +6.6% | +8.4% |
| 1Y | +50.0% | +20.0% | +30.0% | +29.3% |
| 3Y | +102.2% | +77.2% | +25.0% | +32.9% |
| All | +31.6% | +82.8% | -51.1% | -16.9% |
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