+85.4%
FRST vs SPY
+701.2%
-615.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +10.3% | +2.0% | +8.3% | +9.1% |
| 6M | +23.6% | +13.0% | +10.6% | +16.0% |
| YTD | +20.2% | +13.5% | +6.6% | +12.6% |
| 1Y | +50.0% | +20.0% | +30.0% | +36.7% |
| 3Y | +102.2% | +77.2% | +25.0% | +54.4% |
| 5Y | +30.0% | +81.9% | -51.8% | -2.4% |
| 10Y | +73.2% | +314.1% | -240.9% | +1.5% |
| All | +85.4% | +701.2% | -615.8% | -3.6% |
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