-97.6%
FTCI vs SPY
+81.0%
-178.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -1.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.2% |
| 30D | -17.3% | -1.4% | -15.9% | -14.6% |
| 3M | -47.9% | +3.7% | -51.6% | -51.7% |
| 6M | -48.1% | +13.0% | -61.1% | -59.5% |
| YTD | -78.6% | +12.4% | -90.9% | -82.7% |
| 1Y | -64.2% | +18.5% | -82.7% | -73.8% |
| 3Y | -85.8% | +77.6% | -163.4% | -95.3% |
| 5Y | -97.6% | +81.7% | -179.3% | -99.2% |
| All | -97.6% | +81.0% | -178.6% | -99.2% |
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