+266.8%
FTI vs SPXS
-79.1%
+345.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -2.2% |
| 7D | -5.6% | +6.4% | -12.0% | -3.6% |
| 30D | +0.4% | +6.0% | -5.6% | +2.5% |
| 3M | +8.1% | -11.6% | +19.8% | +4.0% |
| 6M | +16.7% | -28.7% | +45.4% | +4.8% |
| YTD | +70.0% | -26.3% | +96.2% | +55.4% |
| 1Y | +85.4% | -34.9% | +120.4% | +62.6% |
| All | +266.8% | -79.1% | +345.9% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling