+88.9%
FTGS vs SPY
+107.0%
-18.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.8% |
| 30D | -2.4% | -3.7% | +1.2% | +1.3% |
| 3M | -5.3% | -2.7% | -2.6% | -2.6% |
| 6M | +4.7% | +2.2% | +2.6% | +2.4% |
| YTD | +7.1% | +10.8% | -3.8% | -3.7% |
| 1Y | +7.2% | +11.2% | -4.0% | -3.9% |
| 3Y | +55.8% | +76.5% | -20.7% | -13.5% |
| All | +88.9% | +107.0% | -18.1% | -10.9% |
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 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