+34.8%
FFTY vs SPY
+307.0%
-272.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -1.9% |
| 30D | -13.5% | -2.0% | -11.5% | -11.5% |
| 3M | -22.3% | -2.8% | -19.5% | -19.6% |
| 6M | -30.7% | +2.1% | -32.8% | -32.0% |
| YTD | -16.4% | +11.5% | -27.9% | -25.5% |
| 1Y | -13.7% | +13.5% | -27.1% | -24.4% |
| 3Y | +36.7% | +77.7% | -41.0% | -26.1% |
| 5Y | -39.7% | +72.6% | -112.3% | -66.1% |
| All | +34.8% | +307.0% | -272.2% | -73.9% |
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