-34.7%
FTRE vs SPY
+78.1%
-112.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -8.0% | +2.6% | -10.6% | -12.2% |
| 30D | -5.3% | -2.0% | -3.4% | -2.1% |
| 3M | +13.4% | -2.8% | +16.1% | +18.8% |
| 6M | +39.6% | +2.1% | +37.5% | +33.0% |
| YTD | +17.1% | +11.5% | +5.6% | -3.5% |
| 1Y | +97.7% | +13.5% | +84.2% | +58.4% |
| 3Y | -34.7% | +77.7% | -112.4% | -75.1% |
| All | -34.7% | +78.1% | -112.8% | -75.1% |
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