+526.8%
FTC vs SPY
+617.6%
-90.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.8% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -7.6% | -3.3% | -4.3% | -4.5% |
| 3M | -8.4% | -2.4% | -6.0% | -6.1% |
| 6M | -4.5% | +2.6% | -7.0% | -6.2% |
| YTD | +5.4% | +11.2% | -5.8% | -3.6% |
| 1Y | +5.4% | +13.4% | -8.0% | -5.2% |
| 3Y | +73.2% | +79.9% | -6.7% | +3.2% |
| 5Y | +40.1% | +72.2% | -32.1% | -12.8% |
| 10Y | +261.5% | +307.3% | -45.8% | +9.3% |
| All | +526.8% | +617.6% | -90.8% | +24.1% |
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 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