+124.1%
FT vs SPY
+307.0%
-182.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.1% | +2.6% | -2.7% | -1.3% |
| 30D | +4.9% | -2.0% | +6.8% | +5.7% |
| 3M | -4.6% | -2.8% | -1.8% | -3.4% |
| 6M | -5.4% | +2.1% | -7.6% | -6.6% |
| YTD | -2.6% | +11.5% | -14.1% | -7.9% |
| 1Y | -3.0% | +13.5% | -16.4% | -9.1% |
| 3Y | +43.3% | +77.7% | -34.4% | +5.9% |
| 5Y | +29.2% | +72.6% | -43.5% | -4.3% |
| All | +124.1% | +307.0% | -182.9% | +8.2% |
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