-20.7%
FURY vs SPY
+82.3%
-102.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.1% |
| 30D | -3.5% | -1.1% | -2.4% | -2.6% |
| 3M | +12.7% | +3.9% | +8.8% | +9.6% |
| 6M | -14.7% | +13.6% | -28.3% | -21.9% |
| YTD | -0.5% | +12.7% | -13.2% | -8.4% |
| 1Y | -11.2% | +17.5% | -28.7% | -20.2% |
| 3Y | +52.9% | +76.9% | -24.0% | +4.3% |
| All | -20.7% | +82.3% | -102.9% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling