-40.6%
FFTY vs SPY
+67.0%
-107.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -0.2% |
| 7D | -12.2% | -4.7% | -7.5% | -6.7% |
| 30D | -18.8% | -5.9% | -12.9% | -12.4% |
| 3M | -24.1% | -4.5% | -19.6% | -19.5% |
| 6M | -28.1% | +1.8% | -29.9% | -29.3% |
| YTD | -16.9% | +8.3% | -25.2% | -23.8% |
| 1Y | -24.8% | +9.3% | -34.2% | -31.5% |
| 3Y | +38.5% | +74.9% | -36.4% | -24.4% |
| 5Y | -40.6% | +67.3% | -107.8% | -64.0% |
| All | -40.6% | +67.0% | -107.6% | -64.0% |
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 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