+204.8%
FLTW vs SPY
+75.5%
+129.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.7% |
| 7D | -1.1% | -2.0% | +0.9% | +1.3% |
| 30D | +4.5% | -1.7% | +6.2% | +6.6% |
| 3M | +9.8% | +4.7% | +5.1% | +4.6% |
| 6M | +54.2% | +12.5% | +41.7% | +37.2% |
| YTD | +72.8% | +11.7% | +61.1% | +55.0% |
| 1Y | +86.4% | +17.5% | +68.9% | +59.4% |
| All | +204.8% | +75.5% | +129.3% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling