+168.0%
FTS vs SPY
+315.0%
-147.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +11.7% | -3.3% | +15.0% | +13.3% |
| 3M | +7.0% | -2.4% | +9.4% | +8.0% |
| 6M | +7.9% | +2.6% | +5.3% | +6.1% |
| YTD | +17.5% | +11.2% | +6.2% | +10.6% |
| 1Y | +18.9% | +13.4% | +5.5% | +10.8% |
| 3Y | +62.3% | +79.9% | -17.6% | +14.1% |
| 5Y | +57.4% | +72.2% | -14.8% | +12.1% |
| 10Y | +168.0% | +307.3% | -139.3% | +6.9% |
| All | +168.0% | +315.0% | -147.0% | +6.9% |
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