+28.4%
FSUN vs SPY
+75.1%
-46.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -0.7% | -2.7% | +2.0% | +0.8% |
| 30D | +1.1% | -5.4% | +6.5% | +4.1% |
| 3M | -2.2% | -4.1% | +1.9% | 0.0% |
| 6M | +5.9% | +0.7% | +5.2% | +5.2% |
| YTD | +3.4% | +8.7% | -5.3% | -1.7% |
| 1Y | +16.3% | +10.9% | +5.4% | +9.4% |
| 3Y | +28.4% | +75.0% | -46.6% | -0.7% |
| All | +28.4% | +75.1% | -46.7% | -0.7% |
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