-98.2%
FTCI vs SPY
+97.9%
-196.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.2% | +0.1% | -14.3% | -14.1% |
| 3M | -53.1% | +2.0% | -55.1% | -54.7% |
| 6M | -65.9% | +13.0% | -78.9% | -73.1% |
| YTD | -76.8% | +13.5% | -90.4% | -81.7% |
| 1Y | -57.8% | +20.0% | -77.7% | -69.9% |
| 3Y | -87.3% | +77.2% | -164.5% | -95.8% |
| 5Y | -97.5% | +81.9% | -179.4% | -99.1% |
| All | -98.2% | +97.9% | -196.1% | -99.5% |
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