+206.8%
FTF vs SPY
+1,014.9%
-808.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +4.2% | -3.3% | +7.5% | +5.5% |
| 3M | -0.7% | -2.4% | +1.7% | +0.2% |
| 6M | +0.2% | +2.6% | -2.3% | -0.9% |
| YTD | 0.0% | +11.2% | -11.2% | -4.4% |
| 1Y | +2.1% | +13.4% | -11.3% | -3.2% |
| 3Y | +30.4% | +79.9% | -49.4% | +1.8% |
| 5Y | +8.8% | +72.2% | -63.4% | -14.5% |
| 10Y | +39.7% | +307.3% | -267.6% | -25.2% |
| All | +206.8% | +1,014.9% | -808.1% | +9.1% |
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