-41.7%
FFTY vs SPY
+67.4%
-109.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | -11.5% | -2.7% | -8.8% | -8.4% |
| 30D | -18.9% | -5.4% | -13.5% | -13.0% |
| 3M | -22.2% | -4.1% | -18.1% | -18.0% |
| 6M | -30.2% | +0.7% | -30.9% | -30.4% |
| YTD | -17.3% | +8.7% | -26.0% | -24.5% |
| 1Y | -20.9% | +10.9% | -31.8% | -29.3% |
| 3Y | +37.8% | +75.0% | -37.2% | -24.9% |
| All | -41.7% | +67.4% | -109.0% | -64.7% |
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 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