-41.2%
FTRE vs SPY
+80.5%
-121.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.3% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -7.1% | +0.1% | -7.1% | -7.1% |
| 3M | +2.6% | +2.0% | +0.6% | -1.3% |
| 6M | +70.5% | +13.0% | +57.5% | +38.3% |
| YTD | +2.6% | +13.5% | -10.9% | -16.7% |
| 1Y | +68.4% | +20.0% | +48.4% | +26.7% |
| 3Y | -34.9% | +77.2% | -112.0% | -68.2% |
| All | -41.2% | +80.5% | -121.7% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling