+252.8%
SPOT vs FTI
+286.7%
-33.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -3.1% | -4.4% | +1.3% | -2.6% |
| 30D | +7.4% | +1.5% | +5.9% | +7.1% |
| 3M | +8.2% | +8.2% | 0.0% | +6.9% |
| 6M | +2.2% | +18.8% | -16.6% | -0.3% |
| YTD | -9.5% | +71.7% | -81.1% | -15.7% |
| 1Y | -23.8% | +90.0% | -113.9% | -30.1% |
| 3Y | +233.5% | +270.5% | -37.0% | +180.2% |
| 5Y | +112.2% | +1,084.5% | -972.3% | +54.3% |
| All | +252.8% | +286.7% | -33.9% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling