+1,112.4%
FT vs SPY
+3,027.0%
-1,914.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +5.4% | -3.3% | +8.7% | +6.6% |
| 3M | -2.5% | -2.4% | -0.1% | -1.7% |
| 6M | -3.1% | +2.6% | -5.6% | -4.2% |
| YTD | -1.0% | +11.2% | -12.2% | -5.1% |
| 1Y | +0.7% | +13.4% | -12.7% | -4.2% |
| 3Y | +48.4% | +79.9% | -31.5% | +17.7% |
| 5Y | +31.6% | +72.2% | -40.6% | +5.2% |
| 10Y | +121.1% | +307.3% | -186.2% | +28.6% |
| All | +1,112.4% | +3,027.0% | -1,914.6% | +287.3% |
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 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