+67.0%
FTXH vs SPY
+79.8%
-12.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -4.0% | -2.0% | -2.0% | -3.0% |
| 30D | +1.5% | -1.7% | +3.2% | +2.4% |
| 3M | +15.0% | +4.7% | +10.3% | +12.0% |
| 6M | +17.7% | +12.5% | +5.2% | +10.1% |
| YTD | +23.5% | +11.7% | +11.8% | +16.0% |
| 1Y | +47.0% | +17.5% | +29.5% | +34.2% |
| 3Y | +59.0% | +76.6% | -17.5% | +15.7% |
| 5Y | +67.0% | +82.0% | -15.0% | +18.2% |
| All | +67.0% | +79.8% | -12.8% | +18.2% |
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 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