+125.4%
FT vs SPY
+311.8%
-186.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | +5.4% | -2.4% | +7.7% | +6.5% |
| 3M | -3.3% | -1.2% | -2.1% | -2.9% |
| 6M | -3.9% | +3.3% | -7.2% | -5.6% |
| YTD | -1.2% | +12.3% | -13.5% | -7.0% |
| 1Y | -1.4% | +12.4% | -13.9% | -7.2% |
| 3Y | +44.7% | +78.8% | -34.1% | +6.7% |
| 5Y | +30.9% | +75.2% | -44.3% | -3.7% |
| 10Y | +125.4% | +311.1% | -185.7% | +8.3% |
| All | +125.4% | +311.8% | -186.4% | +8.3% |
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