+76.5%
SPY vs FTI
+209.3%
-132.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.6% | -3.3% | +2.7% | 0.0% |
| 30D | -3.7% | -7.2% | +3.5% | -2.5% |
| 3M | -2.7% | -12.9% | +10.1% | -0.4% |
| 6M | +2.2% | -7.9% | +10.0% | +3.0% |
| YTD | +10.8% | +45.2% | -34.3% | +0.2% |
| 1Y | +11.2% | +48.1% | -36.8% | 0.0% |
| 3Y | +76.5% | +205.0% | -128.5% | +34.5% |
| All | +76.5% | +209.3% | -132.8% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling