+1,123.5%
FTXL vs SPY
+317.6%
+805.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.0% |
| 7D | +7.0% | +0.5% | +6.5% | +6.1% |
| 30D | -1.6% | -0.9% | -0.6% | -0.2% |
| 3M | -9.8% | +3.9% | -13.7% | -13.9% |
| 6M | +63.5% | +14.5% | +49.0% | +36.3% |
| YTD | +79.7% | +12.9% | +66.8% | +53.6% |
| 1Y | +130.5% | +19.4% | +111.2% | +83.0% |
| 3Y | +238.2% | +78.5% | +159.8% | +58.0% |
| 5Y | +251.6% | +81.8% | +169.8% | +65.4% |
| All | +1,123.5% | +317.6% | +805.9% | +96.9% |
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 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