+31.4%
FTSM vs SPY
+384.0%
-352.6%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.1% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | +0.7% | -2.8% | +3.5% | +0.7% |
| 6M | +1.7% | +2.1% | -0.5% | +1.6% |
| YTD | +2.9% | +11.5% | -8.6% | +2.8% |
| 1Y | +3.6% | +13.5% | -9.9% | +3.4% |
| 3Y | +14.5% | +77.7% | -63.2% | +13.7% |
| 5Y | +20.3% | +72.6% | -52.3% | +19.5% |
| 10Y | +29.7% | +308.2% | -278.4% | +27.3% |
| All | +31.4% | +384.0% | -352.6% | +29.3% |
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