+235.8%
FTDR vs SPY
+193.6%
+42.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +2.0% |
| 7D | +12.8% | +0.1% | +12.7% | +12.5% |
| 30D | +26.2% | -3.3% | +29.6% | +29.2% |
| 3M | +10.9% | -2.4% | +13.3% | +12.7% |
| 6M | +55.9% | +2.6% | +53.3% | +52.2% |
| YTD | +74.6% | +11.2% | +63.4% | +60.3% |
| 1Y | +99.8% | +13.4% | +86.4% | +80.7% |
| 3Y | +193.8% | +79.9% | +113.9% | +87.4% |
| 5Y | +186.3% | +72.2% | +114.1% | +87.4% |
| All | +235.8% | +193.6% | +42.2% | +84.9% |
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