+8.5%
FTRB vs SPY
+66.4%
-57.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.4% |
| 30D | +0.4% | -2.0% | +2.4% | +0.5% |
| 3M | -1.9% | -2.8% | +0.9% | -1.8% |
| 6M | -1.7% | +2.1% | -3.8% | -1.7% |
| YTD | -1.7% | +11.5% | -13.2% | -2.1% |
| 1Y | -1.1% | +13.5% | -14.6% | -1.5% |
| All | +8.5% | +66.4% | -57.9% | +6.4% |
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