+126.8%
FTXH vs SPY
+312.3%
-185.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.7% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +3.5% | -0.9% | +4.4% | +4.1% |
| 3M | +16.8% | +3.9% | +12.9% | +13.9% |
| 6M | +20.5% | +14.5% | +6.0% | +10.5% |
| YTD | +24.7% | +12.9% | +11.8% | +15.3% |
| 1Y | +47.1% | +19.4% | +27.7% | +31.3% |
| 3Y | +60.5% | +78.5% | -17.9% | +10.3% |
| 5Y | +66.4% | +81.8% | -15.4% | +11.6% |
| All | +126.8% | +312.3% | -185.5% | -9.6% |
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