+265.4%
FTC vs SPY
+311.3%
-46.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.7% |
| 7D | +2.1% | +0.5% | +1.5% | +1.5% |
| 30D | -3.5% | -0.9% | -2.6% | -2.5% |
| 3M | -1.8% | +3.9% | -5.6% | -5.4% |
| 6M | +12.5% | +14.5% | -2.0% | -1.9% |
| YTD | +11.1% | +12.9% | -1.8% | -1.6% |
| 1Y | +12.3% | +19.4% | -7.1% | -5.9% |
| 3Y | +76.8% | +78.5% | -1.6% | -2.0% |
| 5Y | +54.1% | +81.8% | -27.7% | -15.9% |
| 10Y | +265.4% | +311.5% | -46.2% | -16.1% |
| All | +265.4% | +311.3% | -46.0% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling