-100.0%
FTFT vs SPY
+677.0%
-777.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +24.6% | +2.6% | +22.0% | +22.6% |
| 30D | +55.3% | -2.0% | +57.3% | +57.6% |
| 3M | +26.5% | -2.8% | +29.3% | +28.9% |
| 6M | -78.3% | +2.1% | -80.4% | -78.7% |
| YTD | -91.7% | +11.5% | -103.2% | -92.2% |
| 1Y | -95.4% | +13.5% | -108.8% | -95.7% |
| 3Y | -99.1% | +77.7% | -176.8% | -99.4% |
| 5Y | -99.9% | +72.6% | -172.5% | -100.0% |
| 10Y | -100.0% | +308.2% | -408.1% | -100.0% |
| All | -100.0% | +677.0% | -777.0% | -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 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