-100.0%
FTFT vs SPY
+80.9%
-180.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +59.5% | -0.5% | +60.0% | +60.1% |
| 7D | +19.4% | -0.4% | +19.8% | +19.8% |
| 30D | -35.5% | -1.4% | -34.1% | -34.5% |
| 3M | -85.8% | +3.7% | -89.5% | -86.4% |
| 6M | -90.9% | +13.0% | -103.9% | -92.0% |
| YTD | -95.8% | +12.4% | -108.2% | -96.2% |
| 1Y | -98.7% | +18.5% | -117.3% | -98.9% |
| 3Y | -99.7% | +77.6% | -177.3% | -99.9% |
| All | -100.0% | +80.9% | -180.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling