-80.4%
FUTG vs SPY
+15.3%
-95.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -9.3% |
| 7D | -14.4% | -0.6% | -13.8% | -13.9% |
| 30D | -32.1% | -3.7% | -28.4% | -21.8% |
| 3M | -31.4% | -2.7% | -28.7% | -23.4% |
| 6M | -71.2% | +2.2% | -73.4% | -73.8% |
| YTD | -80.3% | +10.8% | -91.1% | -86.8% |
| 1Y | -85.6% | +11.2% | -96.8% | -90.6% |
| All | -80.4% | +15.3% | -95.8% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling