+63.6%
FTLF vs SPY
+81.0%
-17.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -5.8% | -0.4% | -5.5% | -5.7% |
| 30D | -4.5% | -1.4% | -3.1% | -4.0% |
| 3M | -6.9% | +3.7% | -10.7% | -8.2% |
| 6M | -35.5% | +13.0% | -48.5% | -38.3% |
| YTD | -41.5% | +12.4% | -53.9% | -44.0% |
| 1Y | -50.1% | +18.5% | -68.6% | -53.0% |
| 3Y | +11.9% | +77.6% | -65.7% | -4.6% |
| 5Y | +63.6% | +81.7% | -18.1% | +35.4% |
| All | +63.6% | +81.0% | -17.4% | +35.4% |
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