+5.6%
FTW vs SPY
+33.8%
-28.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +2.4% | -3.7% | +6.1% | +2.6% |
| 3M | -8.9% | -2.7% | -6.1% | -8.8% |
| 6M | -5.6% | +2.2% | -7.8% | -5.6% |
| YTD | -0.1% | +10.8% | -10.9% | +0.1% |
| 1Y | +0.3% | +11.2% | -11.0% | +0.4% |
| All | +5.6% | +33.8% | -28.2% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling