+222.0%
FTS vs SPY
+811.2%
-589.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +0.9% | +2.0% | -1.1% | -0.2% |
| 6M | -2.7% | +13.0% | -15.7% | -8.3% |
| YTD | +9.1% | +13.5% | -4.5% | +2.4% |
| 1Y | +14.0% | +20.0% | -5.9% | +4.1% |
| 3Y | +56.4% | +77.2% | -20.8% | +15.8% |
| 5Y | +43.6% | +81.9% | -38.2% | +3.4% |
| 10Y | +146.2% | +314.1% | -167.8% | +17.2% |
| All | +222.0% | +811.2% | -589.2% | +20.7% |
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