-80.5%
FCUV vs SARO
-7.4%
-73.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.7% | -14.4% | -14.1% |
| 7D | +62.8% | -0.8% | +63.6% | +63.8% |
| 30D | +66.5% | -20.0% | +86.5% | +96.9% |
| 3M | +459.9% | -2.9% | +462.8% | +504.2% |
| 6M | -12.4% | -17.7% | +5.3% | +8.5% |
| YTD | -47.5% | -13.5% | -34.0% | -36.7% |
| 1Y | -80.5% | -9.7% | -70.8% | -76.2% |
| All | -80.5% | -7.4% | -73.1% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling