+601.8%
FTCS vs SPY
+768.8%
-167.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.8% |
| 7D | -0.7% | -0.9% | +0.2% | 0.0% |
| 30D | +8.9% | -2.4% | +11.3% | +11.0% |
| 3M | +4.7% | -1.2% | +5.8% | +5.5% |
| 6M | +15.2% | +3.3% | +11.9% | +11.1% |
| YTD | +14.5% | +12.3% | +2.2% | +2.3% |
| 1Y | +15.1% | +12.4% | +2.6% | +2.6% |
| 3Y | +45.1% | +78.8% | -33.7% | -16.7% |
| 5Y | +38.7% | +75.2% | -36.5% | -20.1% |
| 10Y | +194.9% | +311.1% | -116.2% | -25.7% |
| All | +601.8% | +768.8% | -167.0% | -19.3% |
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