+78.5%
SPY vs FTI
+284.3%
-205.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -0.9% | +12.3% | -13.3% | -3.1% |
| 3M | +3.9% | +13.8% | -9.9% | +1.1% |
| 6M | +14.5% | +24.3% | -9.8% | +8.9% |
| YTD | +12.9% | +75.8% | -62.9% | -0.4% |
| 1Y | +19.4% | +99.6% | -80.3% | +2.1% |
| 3Y | +78.5% | +278.4% | -200.0% | +35.2% |
| All | +78.5% | +284.3% | -205.8% | +35.2% |
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 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