+264.0%
SPOT vs FTI
+304.4%
-40.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.9% | +5.3% | -6.2% | -1.5% |
| 30D | +12.5% | +15.3% | -2.8% | +10.6% |
| 3M | +9.9% | +15.8% | -5.9% | +7.7% |
| 6M | +1.6% | +22.6% | -21.0% | -1.3% |
| YTD | -6.6% | +79.5% | -86.1% | -13.5% |
| 1Y | -22.9% | +102.0% | -125.0% | -29.8% |
| 3Y | +244.3% | +315.8% | -71.6% | +185.5% |
| 5Y | +117.8% | +1,129.5% | -1,011.7% | +57.6% |
| All | +264.0% | +304.4% | -40.4% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling