+406.8%
FTLF vs SPY
+617.4%
-210.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.8% | +0.1% | -3.9% | -3.8% |
| 3M | -1.2% | +2.0% | -3.2% | -2.1% |
| 6M | -35.2% | +13.0% | -48.2% | -38.3% |
| YTD | -39.6% | +13.5% | -53.2% | -42.7% |
| 1Y | -46.7% | +20.0% | -66.7% | -50.5% |
| 3Y | +9.1% | +77.2% | -68.1% | -12.6% |
| 5Y | +68.9% | +81.9% | -12.9% | +32.1% |
| 10Y | +4,034.7% | +314.1% | +3,720.7% | +2,248.7% |
| All | +406.8% | +617.4% | -210.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling