+205.3%
FTI vs SPY
+78.7%
+126.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +5.4% | +3.3% | +2.1% | +2.0% |
| 30D | -8.2% | -2.7% | -5.5% | -5.8% |
| 3M | -13.7% | -1.7% | -12.0% | -12.3% |
| 6M | -11.2% | +3.1% | -14.3% | -14.6% |
| YTD | +46.0% | +11.9% | +34.1% | +27.6% |
| 1Y | +51.8% | +12.0% | +39.8% | +32.4% |
| All | +205.3% | +78.7% | +126.6% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling