+40.1%
FTC vs SPY
+71.5%
-31.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -7.6% | -3.3% | -4.3% | -4.0% |
| 3M | -8.4% | -2.4% | -6.0% | -5.7% |
| 6M | -4.5% | +2.6% | -7.0% | -6.5% |
| YTD | +5.4% | +11.2% | -5.8% | -5.1% |
| 1Y | +5.4% | +13.4% | -8.0% | -6.8% |
| 3Y | +73.2% | +79.9% | -6.7% | -4.8% |
| 5Y | +40.1% | +72.2% | -32.1% | -16.9% |
| All | +40.1% | +71.5% | -31.4% | -16.9% |
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