+107.7%
FUSB vs SPY
+313.4%
-205.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | +2.2% | +2.0% | +0.2% | +1.5% |
| 6M | +11.9% | +13.0% | -1.1% | +7.8% |
| YTD | +19.0% | +13.5% | +5.5% | +14.5% |
| 1Y | +38.5% | +20.0% | +18.5% | +31.0% |
| 3Y | +100.9% | +77.2% | +23.7% | +66.1% |
| 5Y | +74.3% | +81.9% | -7.6% | +41.6% |
| All | +107.7% | +313.4% | -205.7% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling