+559.5%
FTC vs SPY
+632.5%
-73.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | -5.4% | +2.0% | -7.4% | -6.9% |
| 6M | +9.4% | +13.0% | -3.6% | -1.7% |
| YTD | +10.9% | +13.5% | -2.6% | -0.7% |
| 1Y | +13.1% | +20.0% | -6.8% | -3.5% |
| 3Y | +74.4% | +77.2% | -2.7% | +5.1% |
| 5Y | +52.2% | +81.9% | -29.7% | -9.9% |
| 10Y | +262.8% | +314.1% | -51.2% | +7.8% |
| All | +559.5% | +632.5% | -73.0% | +27.9% |
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 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