-62.4%
FTK vs SPY
+311.8%
-374.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +1.8% |
| 7D | +6.9% | -0.9% | +7.8% | +9.0% |
| 30D | +3.0% | -2.4% | +5.4% | +7.6% |
| 3M | -31.9% | -1.2% | -30.8% | -30.1% |
| 6M | +55.9% | +3.3% | +52.6% | +51.5% |
| YTD | +53.4% | +12.3% | +41.1% | +32.1% |
| 1Y | +71.4% | +12.4% | +59.0% | +47.7% |
| 3Y | +560.8% | +78.8% | +481.9% | +200.1% |
| 5Y | +344.9% | +75.2% | +269.8% | +104.2% |
| 10Y | -62.4% | +311.1% | -373.5% | -94.9% |
| All | -62.4% | +311.8% | -374.1% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling