-99.6%
FTFT vs SPY
+77.0%
-176.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.5% | +0.9% | +39.6% | +39.8% |
| 7D | +76.7% | -0.8% | +77.5% | +78.1% |
| 30D | -11.1% | -1.1% | -10.0% | -10.1% |
| 3M | -80.4% | +3.9% | -84.3% | -80.9% |
| 6M | -87.2% | +13.6% | -100.8% | -88.5% |
| YTD | -94.2% | +12.7% | -106.8% | -94.7% |
| 1Y | -98.3% | +17.5% | -115.8% | -98.5% |
| 3Y | -99.6% | +76.9% | -176.5% | -99.7% |
| All | -99.6% | +77.0% | -176.6% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling