-94.3%
FUSE vs SPY
+77.0%
-171.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | -25.6% | -1.1% | -24.5% | -25.3% |
| 3M | -49.3% | +3.9% | -53.2% | -49.8% |
| 6M | -56.9% | +13.6% | -70.5% | -57.9% |
| YTD | -63.5% | +12.7% | -76.1% | -64.1% |
| 1Y | -95.7% | +17.5% | -113.2% | -95.8% |
| 3Y | -94.3% | +76.9% | -171.2% | -94.4% |
| All | -94.3% | +77.0% | -171.3% | -94.4% |
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