-93.8%
FUSE vs SPY
+88.2%
-182.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -2.7% | -0.8% | -2.0% | -2.6% |
| 30D | -25.6% | -1.1% | -24.5% | -25.4% |
| 3M | -49.3% | +3.9% | -53.2% | -49.6% |
| 6M | -56.9% | +13.6% | -70.5% | -57.5% |
| YTD | -63.5% | +12.7% | -76.1% | -63.8% |
| 1Y | -95.7% | +17.5% | -113.2% | -95.7% |
| 3Y | -94.3% | +76.9% | -171.2% | -94.4% |
| All | -93.8% | +88.2% | -182.0% | -93.9% |
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