+83.8%
SPYM vs FTI
+1,066.8%
-983.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.8% | -4.4% | +3.6% | 0.0% |
| 30D | -1.1% | +1.5% | -2.6% | -1.4% |
| 3M | +3.9% | +8.2% | -4.3% | +2.2% |
| 6M | +13.6% | +18.8% | -5.2% | +9.7% |
| YTD | +12.7% | +71.7% | -58.9% | +1.9% |
| 1Y | +17.6% | +90.0% | -72.5% | +4.1% |
| 3Y | +77.2% | +270.5% | -193.3% | +38.1% |
| All | +83.8% | +1,066.8% | -983.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling