-1.7%
FTNY vs SPY
+12.9%
-14.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -3.4% | -1.1% | -2.3% | -3.3% |
| 3M | -3.9% | +3.9% | -7.8% | -4.3% |
| 6M | -2.5% | +13.6% | -16.1% | -3.7% |
| YTD | -1.5% | +12.7% | -14.2% | -2.7% |
| All | -1.7% | +12.9% | -14.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling