+4.1%
FTXG vs SPY
+74.6%
-70.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +7.6% | -2.4% | +10.0% | +8.3% |
| 3M | +3.8% | -1.2% | +4.9% | +4.0% |
| 6M | +6.6% | +3.3% | +3.3% | +5.2% |
| YTD | +13.6% | +12.3% | +1.3% | +8.6% |
| 1Y | +13.1% | +12.4% | +0.7% | +8.1% |
| 3Y | +9.7% | +78.8% | -69.1% | -14.7% |
| 5Y | +4.1% | +75.2% | -71.0% | -20.9% |
| All | +4.1% | +74.6% | -70.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling