+156.1%
FTXN vs SPY
+310.9%
-154.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +8.4% | -1.4% | +9.8% | +9.7% |
| 3M | +15.6% | +3.7% | +11.9% | +10.9% |
| 6M | +17.7% | +13.0% | +4.7% | +3.2% |
| YTD | +48.9% | +12.4% | +36.5% | +30.9% |
| 1Y | +51.3% | +18.5% | +32.8% | +26.0% |
| 3Y | +44.3% | +77.6% | -33.4% | -20.8% |
| 5Y | +180.9% | +81.7% | +99.2% | +49.2% |
| All | +156.1% | +310.9% | -154.8% | -28.7% |
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 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