+316.9%
SPYM vs FTI
+305.3%
+11.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -1.0% | -4.4% | +3.3% | -0.3% |
| 30D | -1.3% | +1.5% | -2.8% | -1.6% |
| 3M | +3.6% | +8.2% | -4.6% | +1.8% |
| 6M | +13.3% | +18.8% | -5.5% | +9.2% |
| YTD | +12.4% | +71.7% | -59.2% | +1.3% |
| 1Y | +17.3% | +90.0% | -72.8% | +3.4% |
| 3Y | +76.8% | +270.5% | -193.7% | +35.8% |
| 5Y | +83.6% | +1,084.5% | -1,000.9% | +10.2% |
| All | +316.9% | +305.3% | +11.7% | +165.3% |
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