+60.0%
FUSB vs SPY
+67.4%
-7.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +0.9% | -5.4% | +6.3% | +1.5% |
| 3M | -1.1% | -4.1% | +3.0% | -0.7% |
| 6M | +4.0% | +0.7% | +3.3% | +3.8% |
| YTD | +19.3% | +8.7% | +10.7% | +18.0% |
| 1Y | +27.2% | +10.9% | +16.3% | +25.5% |
| 3Y | +105.4% | +75.0% | +30.4% | +90.6% |
| All | +60.0% | +67.4% | -7.4% | +50.8% |
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 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