-30.4%
FURY vs SPY
+399.4%
-429.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +0.8% | -1.4% | +2.2% | +1.7% |
| 3M | +17.1% | +3.7% | +13.4% | +14.7% |
| 6M | -10.6% | +13.0% | -23.6% | -16.4% |
| YTD | +3.4% | +12.4% | -9.0% | -3.1% |
| 1Y | -12.4% | +18.5% | -30.9% | -20.0% |
| 3Y | +52.5% | +77.6% | -25.1% | +11.0% |
| 5Y | -15.3% | +81.7% | -97.0% | -39.6% |
| 10Y | -84.2% | +319.7% | -403.9% | -92.0% |
| All | -30.4% | +399.4% | -429.8% | -66.3% |
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