+27.1%
FFUT vs SPY
+29.2%
-2.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.1% |
| 7D | +3.8% | -0.9% | +4.7% | +3.7% |
| 30D | -3.7% | -2.4% | -1.3% | -3.7% |
| 3M | +2.5% | -1.2% | +3.6% | +2.5% |
| 6M | +5.7% | +3.3% | +2.4% | +5.6% |
| YTD | +17.4% | +12.3% | +5.1% | +17.0% |
| 1Y | +18.8% | +12.4% | +6.4% | +18.4% |
| All | +27.1% | +29.2% | -2.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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