+246.8%
FTK vs SPY
+81.0%
+165.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.5% | +14.9% | +14.9% |
| 7D | +19.3% | -0.4% | +19.7% | +19.7% |
| 30D | -25.9% | -1.4% | -24.5% | -24.7% |
| 3M | +15.2% | +3.7% | +11.5% | +11.2% |
| 6M | +60.4% | +13.0% | +47.4% | +40.8% |
| YTD | +61.8% | +12.4% | +49.4% | +43.5% |
| 1Y | +152.5% | +18.5% | +134.0% | +112.4% |
| 3Y | +453.2% | +77.6% | +375.5% | +231.9% |
| 5Y | +246.8% | +81.7% | +165.1% | +96.0% |
| All | +246.8% | +81.0% | +165.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling