+1,061.7%
FTEC vs SPY
+423.0%
+638.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.0% |
| 7D | -7.3% | -2.7% | -4.6% | -3.9% |
| 30D | -16.3% | -5.4% | -10.9% | -9.9% |
| 3M | -9.3% | -4.1% | -5.2% | -4.0% |
| 6M | -0.9% | +0.7% | -1.6% | -0.8% |
| YTD | +15.5% | +8.7% | +6.8% | +5.4% |
| 1Y | +14.3% | +10.9% | +3.4% | +1.8% |
| 3Y | +105.6% | +75.0% | +30.6% | +6.7% |
| 5Y | +101.9% | +67.8% | +34.1% | +12.3% |
| 10Y | +697.0% | +312.9% | +384.1% | +61.3% |
| All | +1,061.7% | +423.0% | +638.7% | +85.9% |
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