-68.0%
FUTG vs SPY
+17.5%
-85.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.4% | -4.8% |
| 7D | -3.6% | +0.5% | -4.1% | -5.4% |
| 30D | +10.8% | -0.9% | +11.8% | +15.3% |
| 3M | +48.2% | +3.9% | +44.3% | +28.0% |
| 6M | -55.2% | +14.5% | -69.8% | -73.9% |
| YTD | -67.8% | +12.9% | -80.7% | -79.9% |
| All | -68.0% | +17.5% | -85.6% | -83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling