+137.8%
FTQI vs SPY
+414.0%
-276.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +0.3% | -1.4% | +1.7% | +1.0% |
| 3M | +4.8% | +3.7% | +1.1% | +3.0% |
| 6M | +14.4% | +13.0% | +1.4% | +7.6% |
| YTD | +14.4% | +12.4% | +2.0% | +8.0% |
| 1Y | +21.9% | +18.5% | +3.4% | +12.1% |
| 3Y | +61.1% | +77.6% | -16.6% | +23.8% |
| 5Y | +77.3% | +81.7% | -4.4% | +33.7% |
| 10Y | +126.7% | +319.7% | -192.9% | +27.3% |
| All | +137.8% | +414.0% | -276.2% | +25.6% |
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