+210.2%
FTF vs SPY
+1,038.0%
-827.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.9% | +0.1% | +0.9% | +0.9% |
| 3M | +1.5% | +2.0% | -0.5% | +0.6% |
| 6M | +0.6% | +13.0% | -12.4% | -4.3% |
| YTD | +1.1% | +13.5% | -12.4% | -4.0% |
| 1Y | +1.0% | +20.0% | -19.0% | -6.3% |
| 3Y | +32.1% | +77.2% | -45.1% | +3.8% |
| 5Y | +9.2% | +81.9% | -72.7% | -16.1% |
| 10Y | +42.8% | +314.1% | -271.2% | -23.9% |
| All | +210.2% | +1,038.0% | -827.8% | +9.5% |
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