+74.2%
FTA vs SPY
+78.0%
-3.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +6.6% | -3.3% | +10.0% | +8.7% |
| 3M | +2.3% | -2.4% | +4.7% | +3.6% |
| 6M | +12.1% | +2.6% | +9.5% | +9.8% |
| YTD | +22.2% | +11.2% | +11.0% | +13.2% |
| 1Y | +27.6% | +13.4% | +14.2% | +16.5% |
| 3Y | +74.2% | +79.9% | -5.7% | +9.8% |
| All | +74.2% | +78.0% | -3.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling