Futures vs Spot

The chart shows the growth of an initial investment of $10,000 in Futures vs Spot, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jan 12, 2024, Futures vs Spot's average daily return is +0.08%, while the average monthly return is +2.45%. At this rate, your investment would double in approximately 2.4 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2026 with a return of +36.0%, while the worst month was Feb 2025 at -10.9%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Futures vs Spot closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Feb 5, 2026 at -7.1%.

Futures vs Spot has an annualized alpha of 20.83%, beta of 0.67, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio captured 91.72% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -26.51%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.67 may look defensive, but with R² of 0.12 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.12 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Futures vs Spot has an expense ratio of 0.33%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Futures vs Spot ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Futures vs Spot Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.01
• All Time: 0.94

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Futures vs Spot compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Futures vs Spot provided a 13.63% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Futures vs Spot. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Futures vs Spot was 27.72%, occurring on Feb 5, 2026. Recovery took 38 trading sessions.

The chart below shows the rolling one-month volatility.