+76.1%
FTC vs SPY
+77.4%
-1.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | -5.4% | +2.0% | -7.4% | -7.3% |
| 6M | +9.4% | +13.0% | -3.6% | -3.9% |
| YTD | +10.9% | +13.5% | -2.6% | -3.0% |
| 1Y | +13.1% | +20.0% | -6.8% | -6.4% |
| All | +76.1% | +77.4% | -1.3% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling