+237.3%
FTXL vs SPY
+79.8%
+157.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.5% |
| 7D | +4.2% | -2.0% | +6.2% | +7.9% |
| 30D | -0.9% | -1.7% | +0.7% | +2.0% |
| 3M | -6.2% | +4.7% | -11.0% | -12.4% |
| 6M | +52.6% | +12.5% | +40.1% | +27.7% |
| YTD | +76.9% | +11.7% | +65.2% | +50.5% |
| 1Y | +122.3% | +17.5% | +104.8% | +75.5% |
| 3Y | +233.0% | +76.6% | +156.4% | +44.3% |
| 5Y | +237.3% | +82.0% | +155.3% | +46.7% |
| All | +237.3% | +79.8% | +157.5% | +46.7% |
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