+869.0%
SPY vs FTI
+1,731.3%
-862.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.6% | -3.3% | +2.7% | +0.2% |
| 30D | -3.7% | -7.2% | +3.5% | -2.1% |
| 3M | -2.7% | -12.9% | +10.1% | +0.1% |
| 6M | +2.2% | -7.9% | +10.0% | +3.3% |
| YTD | +10.8% | +45.2% | -34.3% | 0.0% |
| 1Y | +11.2% | +48.1% | -36.8% | -0.2% |
| 3Y | +76.5% | +205.0% | -128.5% | +29.9% |
| 5Y | +72.9% | +838.8% | -765.9% | -8.4% |
| 10Y | +304.8% | +174.8% | +130.0% | +153.0% |
| All | +869.0% | +1,731.3% | -862.3% | +198.1% |
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