-97.6%
FRSX vs SPY
+77.0%
-174.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.8% |
| 7D | -6.0% | -0.8% | -5.2% | -5.2% |
| 30D | -18.5% | -1.1% | -17.5% | -17.6% |
| 3M | -33.3% | +3.9% | -37.2% | -36.1% |
| 6M | -60.1% | +13.6% | -73.8% | -65.3% |
| YTD | -71.6% | +12.7% | -84.3% | -74.8% |
| 1Y | -84.5% | +17.5% | -102.0% | -86.7% |
| 3Y | -97.6% | +76.9% | -174.5% | -98.3% |
| All | -97.6% | +77.0% | -174.6% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling