+192.8%
FTA vs SPY
+312.5%
-119.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.1% | -0.4% | -1.8% | -1.8% |
| 30D | -1.5% | -1.4% | -0.1% | -0.3% |
| 3M | +4.9% | +3.7% | +1.2% | +1.1% |
| 6M | +10.0% | +13.0% | -3.0% | -2.5% |
| YTD | +18.0% | +12.4% | +5.6% | +4.9% |
| 1Y | +24.5% | +18.5% | +5.9% | +5.0% |
| 3Y | +60.6% | +77.6% | -17.0% | -10.3% |
| 5Y | +68.8% | +81.7% | -12.9% | -8.8% |
| 10Y | +192.8% | +319.7% | -126.9% | -34.5% |
| All | +192.8% | +312.5% | -119.8% | -34.5% |
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