-64.3%
FTK vs SPY
+307.0%
-371.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.4% |
| 7D | +3.6% | +2.6% | +1.0% | -0.1% |
| 30D | +2.0% | -2.0% | +4.0% | +5.8% |
| 3M | -26.4% | -2.8% | -23.6% | -22.5% |
| 6M | +35.3% | +2.1% | +33.2% | +33.6% |
| YTD | +47.0% | +11.5% | +35.5% | +28.0% |
| 1Y | +70.7% | +13.5% | +57.2% | +45.2% |
| 3Y | +539.6% | +77.7% | +461.9% | +193.3% |
| 5Y | +309.9% | +72.6% | +237.3% | +92.5% |
| All | -64.3% | +307.0% | -371.3% | -95.1% |
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