+2,159.9%
FTI vs SPY
+900.4%
+1,259.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +15.3% | +0.1% | +15.3% | +15.2% |
| 3M | +15.8% | +2.0% | +13.8% | +12.3% |
| 6M | +22.6% | +13.0% | +9.6% | +4.1% |
| YTD | +79.5% | +13.5% | +66.0% | +51.5% |
| 1Y | +102.0% | +20.0% | +82.1% | +58.6% |
| 3Y | +315.8% | +77.2% | +238.6% | +100.9% |
| 5Y | +1,129.5% | +81.9% | +1,047.6% | +468.5% |
| 10Y | +320.9% | +314.1% | +6.9% | -25.0% |
| All | +2,159.9% | +900.4% | +1,259.5% | +51.7% |
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 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