-71.1%
FTK vs SPY
+318.9%
-390.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -0.8% |
| 7D | +15.5% | -2.0% | +17.5% | +18.8% |
| 30D | -29.4% | -1.7% | -27.7% | -27.6% |
| 3M | +16.0% | +4.7% | +11.3% | +9.2% |
| 6M | +56.7% | +12.5% | +44.2% | +32.8% |
| YTD | +59.1% | +11.7% | +47.4% | +36.9% |
| 1Y | +147.0% | +17.5% | +129.5% | +98.5% |
| 3Y | +444.0% | +76.6% | +367.5% | +148.5% |
| 5Y | +259.8% | +82.0% | +177.8% | +53.0% |
| All | -71.1% | +318.9% | -390.0% | -96.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling