+878.3%
SPY vs FTI
+1,741.8%
-863.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +3.3% | +5.4% | -2.1% | +2.0% |
| 30D | -2.7% | -8.2% | +5.5% | -0.9% |
| 3M | -1.7% | -13.7% | +12.0% | +1.4% |
| 6M | +3.1% | -11.2% | +14.3% | +5.1% |
| YTD | +11.9% | +46.0% | -34.1% | +0.9% |
| 1Y | +12.0% | +51.8% | -39.8% | -0.1% |
| 3Y | +78.2% | +206.7% | -128.6% | +30.9% |
| 5Y | +73.2% | +862.0% | -788.8% | -8.7% |
| 10Y | +309.6% | +182.3% | +127.4% | +154.1% |
| All | +878.3% | +1,741.8% | -863.5% | +200.6% |
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