+797.9%
FTEC vs SPY
+314.4%
+483.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +1.9% | +0.5% | +1.3% | +1.1% |
| 30D | -0.3% | -0.9% | +0.6% | +1.0% |
| 3M | +3.3% | +3.9% | -0.6% | -1.3% |
| 6M | +35.1% | +14.5% | +20.6% | +14.5% |
| YTD | +28.9% | +12.9% | +16.0% | +11.3% |
| 1Y | +38.4% | +19.4% | +19.1% | +11.8% |
| 3Y | +127.5% | +78.5% | +49.0% | +13.1% |
| 5Y | +137.2% | +81.8% | +55.5% | +17.6% |
| All | +797.9% | +314.4% | +483.4% | +70.3% |
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 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