+14.0%
FTRI vs SPY
+769.9%
-756.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.7% |
| 30D | +5.7% | -1.4% | +7.0% | +7.1% |
| 3M | +12.8% | +3.7% | +9.1% | +8.4% |
| 6M | +3.8% | +13.0% | -9.2% | -8.7% |
| YTD | +19.9% | +12.4% | +7.5% | +6.0% |
| 1Y | +26.1% | +18.5% | +7.6% | +5.5% |
| 3Y | +59.7% | +77.6% | -17.9% | -14.9% |
| 5Y | +73.9% | +81.7% | -7.8% | -11.9% |
| 10Y | +183.0% | +319.7% | -136.7% | -54.9% |
| All | +14.0% | +769.9% | -756.0% | -94.3% |
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