+110.9%
FUTU vs SPY
+78.7%
+32.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -2.6% |
| 7D | -1.5% | +0.5% | -2.0% | -2.3% |
| 30D | +7.8% | -0.9% | +8.7% | +9.5% |
| 3M | +29.0% | +3.9% | +25.1% | +21.6% |
| 6M | -16.8% | +14.5% | -31.3% | -32.1% |
| YTD | -27.3% | +12.9% | -40.2% | -39.3% |
| 1Y | -36.4% | +19.4% | -55.7% | -50.6% |
| 3Y | +110.9% | +78.5% | +32.4% | -2.3% |
| All | +110.9% | +78.7% | +32.2% | -2.3% |
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