+55.9%
FTK vs SPY
+3.7%
+52.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +0.5% |
| 7D | +6.9% | -0.9% | +7.8% | +9.8% |
| 30D | +3.0% | -2.4% | +5.4% | +10.2% |
| 3M | -31.9% | -1.2% | -30.8% | -29.0% |
| 6M | +55.9% | +3.3% | +52.6% | +48.5% |
| All | +55.9% | +3.7% | +52.2% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling