+149.1%
FTLS vs SPY
+312.9%
-163.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.7% |
| 30D | -4.8% | -5.4% | +0.6% | -2.0% |
| 3M | -1.8% | -4.1% | +2.3% | +0.3% |
| 6M | +0.6% | +0.7% | -0.1% | +0.1% |
| YTD | +5.0% | +8.7% | -3.7% | +0.2% |
| 1Y | +5.3% | +10.9% | -5.6% | -0.6% |
| 3Y | +42.5% | +75.0% | -32.5% | +5.0% |
| 5Y | +52.6% | +67.8% | -15.2% | +14.0% |
| All | +149.1% | +312.9% | -163.8% | +1.5% |
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