+295.8%
FTI vs SPXS
-99.6%
+395.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | 0.0% |
| 7D | -4.4% | +2.5% | -6.9% | -3.3% |
| 30D | +1.5% | +4.2% | -2.7% | +3.4% |
| 3M | +8.2% | -9.3% | +17.5% | +4.3% |
| 6M | +18.8% | -30.7% | +49.5% | +3.2% |
| YTD | +71.7% | -28.1% | +99.7% | +52.4% |
| 1Y | +90.0% | -35.1% | +125.1% | +62.7% |
| 3Y | +270.5% | -79.6% | +350.1% | +121.2% |
| 5Y | +1,084.5% | -86.3% | +1,170.8% | +619.2% |
| All | +295.8% | -99.6% | +395.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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