+313.7%
SPY vs FTI
+313.1%
+0.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.4% | -2.3% | +2.0% | +0.1% |
| 30D | -1.4% | +5.0% | -6.4% | -2.3% |
| 3M | +3.7% | +13.8% | -10.1% | +1.0% |
| 6M | +13.0% | +22.9% | -9.9% | +8.3% |
| YTD | +12.4% | +75.0% | -62.6% | +0.9% |
| 1Y | +18.5% | +96.9% | -78.4% | +3.9% |
| 3Y | +77.6% | +276.7% | -199.1% | +36.3% |
| 5Y | +81.7% | +1,157.0% | -1,075.3% | +8.3% |
| All | +313.7% | +313.1% | +0.7% | +166.3% |
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