+391.6%
FTA vs SPY
+604.6%
-213.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | +6.6% | -3.3% | +10.0% | +9.7% |
| 3M | +2.3% | -2.4% | +4.7% | +4.3% |
| 6M | +12.1% | +2.6% | +9.5% | +8.7% |
| YTD | +22.2% | +11.2% | +11.0% | +9.6% |
| 1Y | +27.6% | +13.4% | +14.2% | +12.3% |
| 3Y | +74.2% | +79.9% | -5.7% | -1.9% |
| 5Y | +68.2% | +72.2% | -4.0% | -2.0% |
| 10Y | +189.9% | +307.3% | -117.4% | -23.6% |
| All | +391.6% | +604.6% | -213.0% | -23.2% |
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