+53.2%
FUSB vs SPY
+873.0%
-819.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 6M | +11.9% | +13.0% | -1.1% | +8.4% |
| YTD | +19.0% | +13.5% | +5.5% | +15.1% |
| 1Y | +38.5% | +20.0% | +18.5% | +32.0% |
| 3Y | +100.9% | +77.2% | +23.7% | +71.9% |
| 5Y | +74.3% | +81.9% | -7.6% | +46.8% |
| 10Y | +105.2% | +314.1% | -208.8% | +38.8% |
| All | +53.2% | +873.0% | -819.8% | -15.8% |
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 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