-99.9%
FCUV vs SAN
+384.1%
-483.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -6.5% |
| 7D | -63.8% | -0.5% | -63.3% | -63.5% |
| 30D | -14.7% | -0.1% | -14.6% | -14.3% |
| 3M | +65.3% | +19.6% | +45.7% | +52.3% |
| 6M | -68.5% | +32.7% | -101.2% | -72.6% |
| YTD | -83.0% | +26.7% | -109.7% | -84.8% |
| 1Y | -94.4% | +51.6% | -146.1% | -95.4% |
| 3Y | -99.3% | +348.7% | -448.0% | -99.6% |
| 5Y | -99.9% | +378.7% | -478.6% | -99.9% |
| All | -99.9% | +384.1% | -483.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling