+181.6%
FTA vs SPY
+307.0%
-125.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +2.1% | +2.6% | -0.5% | -0.3% |
| 30D | +6.2% | -2.0% | +8.2% | +7.9% |
| 3M | +1.2% | -2.8% | +4.0% | +3.6% |
| 6M | +14.0% | +2.1% | +11.8% | +10.9% |
| YTD | +23.0% | +11.5% | +11.5% | +9.9% |
| 1Y | +27.2% | +13.5% | +13.7% | +11.6% |
| 3Y | +74.2% | +77.7% | -3.5% | -3.0% |
| 5Y | +68.3% | +72.6% | -4.3% | -4.3% |
| All | +181.6% | +307.0% | -125.4% | -35.4% |
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