+20.3%
FRT vs SPY
+79.8%
-59.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -0.5% |
| 30D | -1.6% | -1.7% | 0.0% | -0.4% |
| 3M | -6.2% | +4.7% | -11.0% | -9.7% |
| 6M | +9.7% | +12.5% | -2.8% | -0.3% |
| YTD | +17.5% | +11.7% | +5.8% | +7.3% |
| 1Y | +19.3% | +17.5% | +1.8% | +4.3% |
| 3Y | +33.7% | +76.6% | -42.8% | -18.1% |
| 5Y | +20.3% | +82.0% | -61.8% | -27.1% |
| All | +20.3% | +79.8% | -59.5% | -27.1% |
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