-100.0%
FTFT vs SPY
+687.0%
-787.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.5% | -19.1% | -19.2% |
| 7D | -28.0% | +0.5% | -28.6% | -28.3% |
| 30D | -58.5% | -0.9% | -57.6% | -58.2% |
| 3M | -91.7% | +3.9% | -95.6% | -91.9% |
| 6M | -94.4% | +14.5% | -108.9% | -94.8% |
| YTD | -97.3% | +12.9% | -110.3% | -97.5% |
| 1Y | -99.1% | +19.4% | -118.4% | -99.2% |
| 3Y | -99.8% | +78.5% | -178.3% | -99.9% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +687.0% | -787.0% | -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