+131.1%
FTXL vs SPY
+20.8%
+110.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.1% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | -16.6% | +2.0% | -18.6% | -19.7% |
| 6M | +49.7% | +13.0% | +36.7% | +15.4% |
| YTD | +75.9% | +13.5% | +62.4% | +34.3% |
| 1Y | +131.1% | +20.0% | +111.1% | +63.1% |
| All | +131.1% | +20.8% | +110.3% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling