+670.6%
FUTU vs SPY
+210.4%
+460.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.0% |
| 7D | -7.0% | -2.0% | -5.0% | -4.6% |
| 30D | +7.9% | -1.7% | +9.6% | +10.3% |
| 3M | +22.1% | +4.7% | +17.4% | +15.5% |
| 6M | -24.9% | +12.5% | -37.4% | -34.6% |
| YTD | -29.8% | +11.7% | -41.5% | -38.3% |
| 1Y | -36.5% | +17.5% | -53.9% | -47.1% |
| 3Y | +103.7% | +76.6% | +27.1% | +7.4% |
| 5Y | +7.3% | +82.0% | -74.7% | -43.9% |
| All | +670.6% | +210.4% | +460.2% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling