+42.1%
FTF vs SPY
+311.3%
-269.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +0.7% | -0.9% | +1.7% | +1.1% |
| 3M | +2.9% | +3.9% | -1.0% | +1.4% |
| 6M | +2.5% | +14.5% | -12.0% | -2.6% |
| YTD | +1.5% | +12.9% | -11.4% | -3.1% |
| 1Y | +1.0% | +19.4% | -18.3% | -5.5% |
| 3Y | +30.8% | +78.5% | -47.6% | +4.6% |
| 5Y | +9.5% | +81.8% | -72.3% | -14.0% |
| 10Y | +42.1% | +311.5% | -269.4% | -19.6% |
| All | +42.1% | +311.3% | -269.2% | -19.6% |
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