-94.2%
FCUV vs SARO
-22.5%
-71.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +2.7% |
| 7D | -66.5% | -3.1% | -63.4% | -65.8% |
| 30D | +5.0% | -12.2% | +17.2% | +10.0% |
| 3M | +63.8% | -7.4% | +71.2% | +74.8% |
| 6M | -67.8% | -15.3% | -52.6% | -65.0% |
| YTD | -82.4% | -16.2% | -66.2% | -80.6% |
| 1Y | -94.7% | -12.1% | -82.6% | -94.2% |
| All | -94.2% | -22.5% | -71.7% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling