+1,775.6%
FTI vs SPY
+882.3%
+893.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.5% |
| 7D | +4.3% | +2.6% | +1.7% | +1.0% |
| 30D | -4.7% | -2.0% | -2.7% | -2.6% |
| 3M | -13.5% | -2.8% | -10.7% | -10.8% |
| 6M | -8.7% | +2.1% | -10.9% | -12.0% |
| YTD | +49.0% | +11.5% | +37.5% | +28.2% |
| 1Y | +54.0% | +13.5% | +40.6% | +29.5% |
| 3Y | +211.6% | +77.7% | +133.9% | +50.2% |
| 5Y | +881.9% | +72.6% | +809.3% | +383.4% |
| 10Y | +188.1% | +308.2% | -120.1% | -47.9% |
| All | +1,775.6% | +882.3% | +893.2% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling