+25.0%
FTSD vs SPY
+436.7%
-411.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | 0.0% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | +0.8% | -2.4% | +3.1% | +0.8% |
| 3M | +0.1% | -1.2% | +1.3% | +0.1% |
| 6M | +0.8% | +3.3% | -2.5% | +0.8% |
| YTD | +1.5% | +12.3% | -10.8% | +1.6% |
| 1Y | +2.4% | +12.4% | -10.0% | +2.5% |
| 3Y | +14.7% | +78.8% | -64.1% | +14.9% |
| 5Y | +14.4% | +75.2% | -60.8% | +14.6% |
| 10Y | +23.0% | +311.1% | -288.1% | +23.7% |
| All | +25.0% | +436.7% | -411.7% | +25.7% |
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