+172.6%
FTXN vs SPY
+82.3%
+90.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +2.2% |
| 30D | +7.0% | -1.1% | +8.1% | +7.7% |
| 3M | +15.6% | +3.9% | +11.8% | +12.0% |
| 6M | +16.3% | +13.6% | +2.7% | +4.4% |
| YTD | +48.7% | +12.7% | +36.1% | +34.1% |
| 1Y | +47.8% | +17.5% | +30.3% | +28.5% |
| 3Y | +46.4% | +76.9% | -30.5% | -10.3% |
| All | +172.6% | +82.3% | +90.3% | +64.1% |
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 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