-98.6%
FCUV vs SAN
+347.0%
-445.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -72.0% | -2.8% | -69.2% | -71.7% |
| 30D | -8.0% | -0.5% | -7.5% | -7.6% |
| 3M | +66.3% | +22.7% | +43.5% | +57.3% |
| 6M | -75.3% | +28.8% | -104.1% | -77.1% |
| YTD | -83.0% | +26.3% | -109.2% | -84.0% |
| 1Y | -94.7% | +48.8% | -143.5% | -95.2% |
| 3Y | -99.3% | +347.2% | -446.5% | -99.5% |
| 5Y | -99.9% | +383.8% | -483.6% | -99.9% |
| All | -98.6% | +347.0% | -445.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling