+228.3%
FTDR vs SPY
+192.5%
+35.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +11.2% | -0.6% | +11.7% | +11.5% |
| 30D | +23.4% | -3.7% | +27.1% | +26.7% |
| 3M | +17.4% | -2.7% | +20.1% | +19.6% |
| 6M | +52.4% | +2.2% | +50.2% | +49.3% |
| YTD | +70.7% | +10.8% | +59.9% | +57.2% |
| 1Y | +97.5% | +11.2% | +86.2% | +81.3% |
| 3Y | +186.9% | +76.5% | +110.4% | +85.7% |
| 5Y | +169.4% | +72.9% | +96.5% | +75.9% |
| All | +228.3% | +192.5% | +35.9% | +81.3% |
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 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