+862.0%
FTI vs SPY
+74.0%
+788.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +5.4% | +3.3% | +2.1% | +2.1% |
| 30D | -8.2% | -2.7% | -5.5% | -5.9% |
| 3M | -13.7% | -1.7% | -12.0% | -12.4% |
| 6M | -11.2% | +3.1% | -14.3% | -14.4% |
| YTD | +46.0% | +11.9% | +34.1% | +29.1% |
| 1Y | +51.8% | +12.0% | +39.8% | +33.9% |
| 3Y | +206.7% | +78.2% | +128.6% | +72.3% |
| 5Y | +862.0% | +73.2% | +788.8% | +477.0% |
| All | +862.0% | +74.0% | +788.0% | +477.0% |
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