+2,102.5%
FTI vs SPYG
+965.0%
+1,137.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -2.3% | +0.3% | -2.7% | -2.7% |
| 30D | +5.0% | -1.7% | +6.7% | +6.8% |
| 3M | +13.8% | +3.6% | +10.2% | +8.6% |
| 6M | +22.9% | +16.6% | +6.3% | +2.9% |
| YTD | +75.0% | +13.4% | +61.6% | +50.5% |
| 1Y | +96.9% | +19.6% | +77.3% | +59.2% |
| 3Y | +276.7% | +99.8% | +177.0% | +75.3% |
| 5Y | +1,157.0% | +85.0% | +1,072.1% | +510.2% |
| 10Y | +310.7% | +422.1% | -111.4% | -37.1% |
| All | +2,102.5% | +965.0% | +1,137.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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