+4.3%
FRTY vs SPY
+103.6%
-99.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | -7.7% | -2.7% | -5.0% | -4.5% |
| 30D | -13.3% | -5.4% | -7.9% | -7.0% |
| 3M | -11.7% | -4.1% | -7.6% | -6.9% |
| 6M | -10.4% | +0.7% | -11.1% | -10.5% |
| YTD | -4.2% | +8.7% | -12.8% | -12.3% |
| 1Y | -6.2% | +10.9% | -17.1% | -16.0% |
| 3Y | +69.1% | +75.0% | -5.9% | -9.4% |
| 5Y | -14.8% | +67.8% | -82.6% | -51.0% |
| All | +4.3% | +103.6% | -99.4% | -53.7% |
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