-90.6%
FUBO vs SPY
+204.9%
-295.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | +9.2% | +0.1% | +9.1% | +9.1% |
| 30D | +5.5% | +0.1% | +5.5% | +5.5% |
| 3M | +10.7% | +2.0% | +8.7% | +7.6% |
| 6M | -24.4% | +13.0% | -37.4% | -36.0% |
| YTD | -62.8% | +13.5% | -76.3% | -68.6% |
| 1Y | -75.1% | +20.0% | -95.1% | -80.5% |
| 3Y | -64.6% | +77.2% | -141.8% | -82.9% |
| 5Y | -96.9% | +81.9% | -178.8% | -98.4% |
| All | -90.6% | +204.9% | -295.5% | -96.6% |
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