+53.6%
FUSB vs SPY
+828.3%
-774.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.2% |
| 7D | -1.0% | -4.7% | +3.8% | +0.2% |
| 30D | +0.9% | -5.9% | +6.8% | +2.4% |
| 3M | -1.0% | -4.5% | +3.6% | +0.1% |
| 6M | +4.3% | +1.8% | +2.6% | +3.7% |
| YTD | +19.3% | +8.3% | +11.0% | +16.7% |
| 1Y | +23.5% | +9.3% | +14.2% | +20.5% |
| 3Y | +105.4% | +74.9% | +30.5% | +76.3% |
| 5Y | +62.9% | +67.3% | -4.4% | +40.3% |
| 10Y | +95.6% | +311.6% | -216.0% | +32.5% |
| All | +53.6% | +828.3% | -774.7% | -14.7% |
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