+8.9%
FRTY vs SPY
+108.5%
-99.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -10.2% | -3.3% | -6.9% | -6.2% |
| 3M | -9.1% | -2.4% | -6.6% | -6.0% |
| 6M | -3.7% | +2.6% | -6.3% | -5.9% |
| YTD | +0.1% | +11.2% | -11.1% | -10.9% |
| 1Y | -2.1% | +13.4% | -15.5% | -14.7% |
| 3Y | +75.8% | +79.9% | -4.1% | -8.9% |
| 5Y | -11.1% | +72.2% | -83.3% | -50.4% |
| All | +8.9% | +108.5% | -99.5% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling