-2.5%
FCUV vs SAN
+39.7%
-42.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.8% | -12.9% | -13.9% |
| 7D | +62.8% | +1.8% | +61.1% | +62.9% |
| 30D | +66.5% | +2.0% | +64.5% | +67.6% |
| 3M | +459.9% | +19.7% | +440.2% | +454.4% |
| All | -2.5% | +39.7% | -42.2% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling