+100.9%
FUSB vs SPY
+77.4%
+23.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 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% | +2.2% |
| 6M | +11.9% | +13.0% | -1.1% | +11.3% |
| YTD | +19.0% | +13.5% | +5.5% | +18.4% |
| 1Y | +38.5% | +20.0% | +18.5% | +37.5% |
| All | +100.9% | +77.4% | +23.5% | +105.0% |
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