+85.4%
FTI vs SPY
+17.2%
+68.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -5.6% | -2.0% | -3.6% | -4.9% |
| 30D | +0.4% | -1.7% | +2.1% | +1.0% |
| 3M | +8.1% | +4.7% | +3.4% | +6.0% |
| 6M | +16.7% | +12.5% | +4.2% | +10.3% |
| YTD | +70.0% | +11.7% | +58.2% | +61.1% |
| 1Y | +85.4% | +17.5% | +68.0% | +80.8% |
| All | +85.4% | +17.2% | +68.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling