-44.2%
FTRE vs SPY
+78.6%
-122.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -8.6% | -0.4% | -8.2% | -7.9% |
| 30D | -11.6% | -1.4% | -10.2% | -9.5% |
| 3M | -0.5% | +3.7% | -4.2% | -7.3% |
| 6M | +70.8% | +13.0% | +57.8% | +38.4% |
| YTD | -2.7% | +12.4% | -15.1% | -19.6% |
| 1Y | +66.7% | +18.5% | +48.2% | +28.2% |
| 3Y | -35.7% | +77.6% | -113.3% | -68.1% |
| All | -44.2% | +78.6% | -122.8% | -72.3% |
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