+98.6%
FTWO vs SPY
+76.0%
+22.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +2.1% | +0.5% | +1.6% | +1.7% |
| 30D | +5.6% | -0.9% | +6.5% | +6.3% |
| 3M | +10.9% | +3.9% | +7.0% | +7.3% |
| 6M | +3.1% | +14.5% | -11.4% | -7.9% |
| YTD | +19.0% | +12.9% | +6.1% | +7.5% |
| 1Y | +29.9% | +19.4% | +10.5% | +12.1% |
| 3Y | +101.5% | +78.5% | +23.1% | +29.0% |
| All | +98.6% | +76.0% | +22.6% | +28.2% |
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