+66.7%
FUTU vs SPY
+72.4%
-5.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -4.9% |
| 7D | -6.9% | -0.6% | -6.4% | -6.3% |
| 30D | -16.0% | -3.7% | -12.4% | -11.1% |
| 3M | -12.2% | -2.7% | -9.4% | -8.3% |
| 6M | -34.0% | +2.2% | -36.1% | -36.0% |
| YTD | -40.9% | +10.8% | -51.8% | -49.1% |
| 1Y | -48.3% | +11.2% | -59.6% | -55.6% |
| 3Y | +71.3% | +76.5% | -5.2% | -24.0% |
| All | +66.7% | +72.4% | -5.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling