+31.5%
FTCS vs SPY
+81.8%
-50.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -2.2% | -0.9% | -1.3% | -1.6% |
| 3M | +5.7% | +3.9% | +1.8% | +3.1% |
| 6M | +1.5% | +14.5% | -13.0% | -7.1% |
| YTD | +6.5% | +12.9% | -6.4% | -1.7% |
| 1Y | +6.1% | +19.4% | -13.2% | -5.6% |
| 3Y | +34.5% | +78.5% | -43.9% | -10.3% |
| 5Y | +31.5% | +81.8% | -50.2% | -14.5% |
| All | +31.5% | +81.8% | -50.3% | -14.5% |
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 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