-50.5%
FTLF vs SPY
+17.2%
-67.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -5.9% | -2.0% | -3.9% | -5.4% |
| 30D | -4.9% | -1.7% | -3.3% | -4.5% |
| 3M | -14.2% | +4.7% | -18.9% | -15.4% |
| 6M | -36.8% | +12.5% | -49.4% | -39.3% |
| YTD | -43.3% | +11.7% | -55.1% | -45.4% |
| 1Y | -50.5% | +17.5% | -68.0% | -53.2% |
| All | -50.5% | +17.2% | -67.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling