+796.4%
FTEC vs SPY
+312.5%
+483.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.5% | -0.4% | +1.9% | +2.0% |
| 30D | +0.5% | -1.4% | +1.9% | +2.4% |
| 3M | +5.2% | +3.7% | +1.5% | +0.7% |
| 6M | +32.5% | +13.0% | +19.5% | +14.2% |
| YTD | +28.7% | +12.4% | +16.3% | +11.8% |
| 1Y | +38.0% | +18.5% | +19.5% | +12.4% |
| 3Y | +127.1% | +77.6% | +49.5% | +13.6% |
| 5Y | +137.6% | +81.7% | +55.9% | +17.9% |
| 10Y | +796.4% | +319.7% | +476.8% | +71.1% |
| All | +796.4% | +312.5% | +483.9% | +71.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling