-99.3%
FTCI vs SPY
+94.3%
-193.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.5% | -12.1% |
| 7D | -32.7% | +2.6% | -35.3% | -36.2% |
| 30D | -37.5% | -2.0% | -35.5% | -35.4% |
| 3M | -56.8% | -2.8% | -54.0% | -54.3% |
| 6M | -75.8% | +2.1% | -77.9% | -76.7% |
| YTD | -90.4% | +11.5% | -101.9% | -92.2% |
| 1Y | -90.5% | +13.5% | -103.9% | -92.5% |
| 3Y | -76.7% | +77.7% | -154.4% | -92.4% |
| 5Y | -99.0% | +72.6% | -171.6% | -99.6% |
| All | -99.3% | +94.3% | -193.6% | -99.8% |
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