+1,072.7%
FTI vs SPY
+79.8%
+993.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.3% |
| 7D | -5.6% | -2.0% | -3.6% | -3.7% |
| 30D | +0.4% | -1.7% | +2.1% | +2.1% |
| 3M | +8.1% | +4.7% | +3.4% | +2.8% |
| 6M | +16.7% | +12.5% | +4.2% | +2.7% |
| YTD | +70.0% | +11.7% | +58.2% | +50.7% |
| 1Y | +85.4% | +17.5% | +68.0% | +55.5% |
| 3Y | +265.9% | +76.6% | +189.4% | +106.5% |
| 5Y | +1,072.7% | +82.0% | +990.7% | +553.9% |
| All | +1,072.7% | +79.8% | +993.0% | +553.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling