+6.8%
FTHY vs SPY
+79.8%
-73.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.4% |
| 30D | -2.7% | -1.7% | -1.0% | -2.0% |
| 3M | 0.0% | +4.7% | -4.8% | -2.0% |
| 6M | +1.8% | +12.5% | -10.7% | -3.3% |
| YTD | +0.1% | +11.7% | -11.6% | -4.6% |
| 1Y | -1.7% | +17.5% | -19.2% | -8.4% |
| 3Y | +32.5% | +76.6% | -44.1% | +1.1% |
| 5Y | +6.8% | +82.0% | -75.2% | -22.4% |
| All | +6.8% | +79.8% | -73.0% | -22.4% |
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