+424.2%
FLTW vs SPY
+223.9%
+200.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +2.3% | -0.4% | +2.7% | +2.6% |
| 30D | +8.9% | -1.4% | +10.3% | +10.1% |
| 3M | +8.6% | +3.7% | +4.9% | +6.0% |
| 6M | +57.2% | +13.0% | +44.2% | +44.7% |
| YTD | +77.0% | +12.4% | +64.6% | +63.7% |
| 1Y | +94.3% | +18.5% | +75.7% | +73.2% |
| 3Y | +213.0% | +77.6% | +135.4% | +111.7% |
| 5Y | +169.7% | +81.7% | +88.0% | +78.4% |
| All | +424.2% | +223.9% | +200.3% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling