+124.3%
FTXL vs SPY
+18.1%
+106.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +0.1% |
| 7D | +2.9% | -0.8% | +3.7% | +5.0% |
| 30D | -1.2% | -1.1% | -0.1% | +1.6% |
| 3M | -11.2% | +3.9% | -15.0% | -18.7% |
| 6M | +54.3% | +13.6% | +40.7% | +17.3% |
| YTD | +81.1% | +12.7% | +68.4% | +40.8% |
| 1Y | +124.3% | +17.5% | +106.8% | +58.9% |
| All | +124.3% | +18.1% | +106.1% | +58.9% |
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 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