-79.2%
FUTG vs SPY
+13.1%
-92.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +7.1% |
| 7D | -1.6% | -2.7% | +1.1% | +6.6% |
| 30D | -23.0% | -5.4% | -17.6% | -5.5% |
| 3M | -21.6% | -4.1% | -17.5% | -8.1% |
| 6M | -77.9% | +0.7% | -78.6% | -78.9% |
| YTD | -79.0% | +8.7% | -87.7% | -84.9% |
| 1Y | -84.1% | +10.9% | -95.0% | -90.0% |
| All | -79.2% | +13.1% | -92.3% | -87.6% |
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