+118.4%
FCUS vs SPY
+110.5%
+7.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +2.2% |
| 7D | +5.2% | +0.5% | +4.7% | +4.4% |
| 30D | +3.1% | -0.9% | +4.0% | +4.5% |
| 3M | -13.4% | +3.9% | -17.3% | -17.7% |
| 6M | +12.6% | +14.5% | -2.0% | -6.4% |
| YTD | +21.4% | +12.9% | +8.5% | +3.3% |
| 1Y | +40.3% | +19.4% | +20.9% | +11.9% |
| 3Y | +96.1% | +78.5% | +17.6% | -3.2% |
| All | +118.4% | +110.5% | +7.9% | -9.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling