+498.0%
FTI vs SPXU
-100.0%
+598.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.4% |
| 7D | -0.2% | -1.5% | +1.3% | -0.8% |
| 30D | +12.3% | +3.7% | +8.6% | +14.3% |
| 3M | +13.8% | -9.6% | +23.3% | +9.2% |
| 6M | +24.3% | -32.4% | +56.6% | +5.7% |
| YTD | +75.8% | -28.7% | +104.5% | +54.0% |
| 1Y | +99.6% | -38.2% | +137.8% | +65.2% |
| 3Y | +278.4% | -80.4% | +358.9% | +114.0% |
| 5Y | +1,168.7% | -86.0% | +1,254.7% | +646.7% |
| 10Y | +297.5% | -99.5% | +397.0% | -18.1% |
| All | +498.0% | -100.0% | +598.0% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling