-39.4%
FTK vs SPY
+816.9%
-856.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -34.7% | +0.1% | -34.8% | -34.7% |
| 3M | -5.2% | +2.0% | -7.1% | -7.5% |
| 6M | +35.7% | +13.0% | +22.7% | +9.7% |
| YTD | +36.6% | +13.5% | +23.1% | +10.2% |
| 1Y | +96.5% | +20.0% | +76.5% | +44.5% |
| 3Y | +367.1% | +77.2% | +289.9% | +71.9% |
| 5Y | +186.4% | +81.9% | +104.5% | -5.1% |
| 10Y | -75.4% | +314.1% | -389.4% | -98.2% |
| All | -39.4% | +816.9% | -856.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling