+38.2%
FTCS vs SPY
+72.4%
-34.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.7% | -0.6% | +2.2% | +2.0% |
| 30D | +9.2% | -3.7% | +12.9% | +11.6% |
| 3M | +4.2% | -2.7% | +7.0% | +5.8% |
| 6M | +14.0% | +2.2% | +11.8% | +12.0% |
| YTD | +14.1% | +10.8% | +3.3% | +6.3% |
| 1Y | +15.5% | +11.2% | +4.3% | +7.4% |
| 3Y | +44.5% | +76.5% | -31.9% | -3.0% |
| All | +38.2% | +72.4% | -34.2% | -6.8% |
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