+41.3%
FTF vs SPY
+308.5%
-267.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.9% | +3.3% | -4.2% | -2.1% |
| 30D | +1.5% | -2.7% | +4.2% | +2.5% |
| 3M | -4.2% | -1.7% | -2.5% | -3.7% |
| 6M | -3.0% | +3.1% | -6.1% | -4.2% |
| YTD | -2.7% | +11.9% | -14.6% | -6.8% |
| 1Y | -0.7% | +12.0% | -12.7% | -4.9% |
| 3Y | +26.3% | +78.2% | -51.9% | +1.0% |
| 5Y | +5.2% | +73.2% | -68.1% | -15.8% |
| All | +41.3% | +308.5% | -267.2% | -15.9% |
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 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