+1,072.7%
FTI vs SPXU
-85.5%
+1,158.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -2.3% |
| 7D | -5.6% | +6.4% | -12.0% | -3.6% |
| 30D | +0.4% | +5.9% | -5.5% | +2.5% |
| 3M | +8.1% | -11.7% | +19.8% | +4.1% |
| 6M | +16.7% | -28.7% | +45.4% | +5.1% |
| YTD | +70.0% | -26.4% | +96.3% | +55.7% |
| 1Y | +85.4% | -35.2% | +120.7% | +63.2% |
| 3Y | +265.9% | -79.8% | +345.7% | +143.2% |
| 5Y | +1,072.7% | -86.1% | +1,158.8% | +717.2% |
| All | +1,072.7% | -85.5% | +1,158.3% | +717.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling