+65.0%
FRST vs SPY
+666.8%
-601.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -1.0% | -2.7% | +1.7% | +0.3% |
| 30D | -4.4% | -5.4% | +1.0% | -1.8% |
| 3M | -9.9% | -4.1% | -5.9% | -8.1% |
| 6M | +0.3% | +0.7% | -0.4% | -0.3% |
| YTD | +7.0% | +8.7% | -1.7% | +2.4% |
| 1Y | +39.4% | +10.9% | +28.6% | +32.0% |
| 3Y | +65.1% | +75.0% | -9.9% | +26.8% |
| 5Y | +8.0% | +67.8% | -59.8% | -15.9% |
| 10Y | +51.3% | +312.9% | -261.5% | -10.0% |
| All | +65.0% | +666.8% | -601.8% | -12.4% |
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