-70.6%
FTK vs SPY
+321.4%
-392.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.5% | +14.9% | +15.1% |
| 7D | +19.3% | -0.4% | +19.7% | +19.8% |
| 30D | -25.9% | -1.4% | -24.5% | -24.4% |
| 3M | +15.2% | +3.7% | +11.5% | +10.0% |
| 6M | +60.4% | +13.0% | +47.4% | +35.0% |
| YTD | +61.8% | +12.4% | +49.4% | +38.0% |
| 1Y | +152.5% | +18.5% | +134.0% | +100.3% |
| 3Y | +453.2% | +77.6% | +375.5% | +150.4% |
| 5Y | +246.8% | +81.7% | +165.1% | +48.3% |
| All | -70.6% | +321.4% | -392.0% | -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 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