+174.0%
FTCS vs SPY
+318.9%
-144.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -3.8% | -2.0% | -1.8% | -2.3% |
| 30D | -3.8% | -1.7% | -2.1% | -2.6% |
| 3M | +3.7% | +4.7% | -1.0% | -0.2% |
| 6M | +1.6% | +12.5% | -10.9% | -7.8% |
| YTD | +5.2% | +11.7% | -6.5% | -4.0% |
| 1Y | +6.0% | +17.5% | -11.5% | -7.4% |
| 3Y | +32.9% | +76.6% | -43.7% | -18.2% |
| 5Y | +31.4% | +82.0% | -50.6% | -22.1% |
| All | +174.0% | +318.9% | -144.9% | -23.2% |
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 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