-33.5%
FTK vs SPY
+803.6%
-837.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.6% |
| 7D | +16.6% | +3.3% | +13.3% | +10.3% |
| 30D | -4.6% | -2.7% | -1.9% | +1.1% |
| 3M | -30.5% | -1.7% | -28.8% | -27.6% |
| 6M | +51.9% | +3.1% | +48.9% | +46.9% |
| YTD | +49.9% | +11.9% | +38.0% | +25.1% |
| 1Y | +69.0% | +12.0% | +57.1% | +41.2% |
| 3Y | +545.7% | +78.2% | +467.6% | +138.8% |
| 5Y | +318.0% | +73.2% | +244.7% | +52.9% |
| 10Y | -63.2% | +309.6% | -372.9% | -97.3% |
| All | -33.5% | +803.6% | -837.1% | -98.2% |
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