-98.6%
FCUV vs SBAC
+87.1%
-185.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.0% | +2.8% |
| 7D | -66.5% | -2.1% | -64.4% | -66.3% |
| 30D | +5.0% | +2.0% | +3.0% | +4.8% |
| 3M | +63.8% | -8.3% | +72.1% | +67.1% |
| 6M | -67.8% | +0.3% | -68.2% | -67.9% |
| YTD | -82.4% | -2.2% | -80.2% | -82.4% |
| 1Y | -94.7% | -4.6% | -90.1% | -94.7% |
| 3Y | -99.3% | -8.3% | -91.0% | -99.3% |
| 5Y | -99.9% | -42.8% | -57.0% | -99.8% |
| All | -98.6% | +87.1% | -185.7% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling