+115.3%
FCUS vs SPY
+111.6%
+3.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | -18.7% | +2.0% | -20.7% | -20.5% |
| 6M | +0.2% | +13.0% | -12.8% | -15.0% |
| YTD | +19.7% | +13.5% | +6.2% | +1.1% |
| 1Y | +41.7% | +20.0% | +21.7% | +12.2% |
| 3Y | +89.7% | +77.2% | +12.5% | -5.7% |
| All | +115.3% | +111.6% | +3.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling