+53.1%
FYT vs SPY
+82.3%
-29.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.4% |
| 30D | -2.5% | -1.1% | -1.5% | -1.5% |
| 3M | +4.0% | +3.9% | +0.2% | 0.0% |
| 6M | +17.1% | +13.6% | +3.5% | +2.9% |
| YTD | +25.8% | +12.7% | +13.1% | +11.4% |
| 1Y | +25.5% | +17.5% | +8.0% | +6.5% |
| 3Y | +54.9% | +76.9% | -22.0% | -12.5% |
| All | +53.1% | +82.3% | -29.2% | -17.4% |
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