+3,861.3%
FTLF vs SPY
+322.5%
+3,538.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -6.2% | -0.8% | -5.4% | -5.9% |
| 30D | -10.2% | -1.1% | -9.2% | -9.7% |
| 3M | -20.5% | +3.9% | -24.3% | -22.0% |
| 6M | -37.5% | +13.6% | -51.1% | -41.4% |
| YTD | -43.4% | +12.7% | -56.1% | -46.8% |
| 1Y | -49.2% | +17.5% | -66.7% | -53.2% |
| 3Y | +15.1% | +76.9% | -61.8% | -12.9% |
| 5Y | +63.7% | +83.6% | -19.8% | +19.6% |
| All | +3,861.3% | +322.5% | +3,538.8% | +1,731.8% |
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