-68.0%
FTCI vs SPY
+79.4%
-147.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -9.8% |
| 7D | +4.3% | -0.9% | +5.3% | +6.2% |
| 30D | -21.3% | -2.4% | -19.0% | -17.9% |
| 3M | -46.3% | -1.2% | -45.1% | -45.2% |
| 6M | -67.3% | +3.3% | -70.6% | -69.5% |
| YTD | -86.8% | +12.3% | -99.1% | -89.5% |
| 1Y | -80.6% | +12.4% | -93.1% | -84.5% |
| All | -68.0% | +79.4% | -147.4% | -91.9% |
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 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