+836.1%
FTI vs SPXS
-100.0%
+936.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -1.4% |
| 7D | -0.2% | -1.5% | +1.4% | -0.8% |
| 30D | +12.3% | +3.7% | +8.7% | +14.3% |
| 3M | +13.8% | -9.6% | +23.3% | +9.1% |
| 6M | +24.3% | -32.4% | +56.7% | +5.3% |
| YTD | +75.8% | -28.7% | +104.4% | +53.6% |
| 1Y | +99.6% | -38.1% | +137.7% | +64.6% |
| 3Y | +278.4% | -80.1% | +358.5% | +112.7% |
| 5Y | +1,168.7% | -85.9% | +1,254.6% | +638.4% |
| 10Y | +297.5% | -99.5% | +397.0% | -21.2% |
| All | +836.1% | -100.0% | +936.1% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling