+37.7%
FTXG vs SPY
+312.0%
-274.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -0.3% | -1.4% | +1.0% | +0.3% |
| 3M | +1.4% | +3.7% | -2.3% | -0.5% |
| 6M | -0.6% | +13.0% | -13.6% | -6.4% |
| YTD | +9.0% | +12.4% | -3.4% | +2.8% |
| 1Y | +4.4% | +18.5% | -14.1% | -4.2% |
| 3Y | +0.5% | +77.6% | -77.2% | -25.8% |
| 5Y | +5.2% | +81.7% | -76.4% | -24.2% |
| All | +37.7% | +312.0% | -274.3% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling