-87.2%
FCUV vs SAN
+175.8%
-263.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.8% | -12.9% | -13.5% |
| 7D | +62.8% | +1.8% | +61.1% | +62.5% |
| 30D | +66.5% | +2.0% | +64.5% | +65.6% |
| 3M | +459.9% | +19.7% | +440.2% | +430.3% |
| 6M | -12.4% | +30.6% | -43.0% | -19.4% |
| YTD | -47.5% | +28.8% | -76.4% | -51.4% |
| 1Y | -80.5% | +57.8% | -138.3% | -82.9% |
| 3Y | -97.6% | +338.1% | -435.8% | -98.4% |
| 5Y | -99.5% | +384.2% | -483.8% | -99.7% |
| 10Y | -95.8% | +353.1% | -448.9% | -97.4% |
| All | -87.2% | +175.8% | -263.0% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling