+38.3%
FFTY vs SPY
+315.0%
-276.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -18.0% | -3.3% | -14.7% | -14.7% |
| 3M | -20.0% | -2.4% | -17.5% | -17.6% |
| 6M | -28.1% | +2.6% | -30.6% | -29.8% |
| YTD | -15.7% | +11.2% | -26.9% | -24.6% |
| 1Y | -19.4% | +13.4% | -32.8% | -29.3% |
| 3Y | +41.0% | +79.9% | -38.9% | -24.9% |
| 5Y | -40.0% | +72.2% | -112.2% | -66.2% |
| 10Y | +38.3% | +307.3% | -269.0% | -72.7% |
| All | +38.3% | +315.0% | -276.7% | -72.7% |
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 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