+19.2%
FTHY vs SPY
+168.8%
-149.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | -2.7% | -1.7% | -1.0% | -2.0% |
| 3M | 0.0% | +4.7% | -4.8% | -1.9% |
| 6M | +1.8% | +12.5% | -10.7% | -3.0% |
| YTD | +0.1% | +11.7% | -11.6% | -4.3% |
| 1Y | -1.7% | +17.5% | -19.2% | -8.0% |
| 3Y | +32.5% | +76.6% | -44.1% | +3.7% |
| 5Y | +6.8% | +82.0% | -75.2% | -19.6% |
| All | +19.2% | +168.8% | -149.6% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling