-42.9%
FTRE vs SPY
+79.1%
-121.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.4% |
| 7D | -2.8% | -0.8% | -2.1% | -1.6% |
| 30D | -6.2% | -1.1% | -5.1% | -4.4% |
| 3M | +2.0% | +3.9% | -1.9% | -5.3% |
| 6M | +82.6% | +13.6% | +69.0% | +46.6% |
| YTD | -0.3% | +12.7% | -13.0% | -18.0% |
| 1Y | +68.1% | +17.5% | +50.6% | +30.9% |
| 3Y | -35.1% | +76.9% | -112.0% | -67.9% |
| All | -42.9% | +79.1% | -121.9% | -71.8% |
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