-77.8%
FTEK vs SPY
+2,860.5%
-2,938.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.6% |
| 7D | +23.7% | -0.4% | +24.1% | +24.0% |
| 30D | +24.6% | -1.4% | +26.0% | +26.1% |
| 3M | +31.3% | +3.7% | +27.6% | +27.0% |
| 6M | +39.8% | +13.0% | +26.8% | +25.3% |
| YTD | +10.3% | +12.4% | -2.1% | -0.5% |
| 1Y | -42.1% | +18.5% | -60.6% | -49.8% |
| 3Y | +47.0% | +77.6% | -30.6% | -11.8% |
| 5Y | -8.0% | +81.7% | -89.7% | -46.3% |
| 10Y | +25.5% | +319.7% | -294.1% | -65.5% |
| All | -77.8% | +2,860.5% | -2,938.3% | -98.0% |
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