-98.2%
FCUV vs SBAC
+114.8%
-213.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.5% | +134.5% | +135.7% |
| 7D | +148.8% | +0.6% | +148.1% | +148.8% |
| 30D | +95.0% | +5.5% | +89.6% | +93.1% |
| 3M | +27.8% | +3.1% | +24.7% | +27.3% |
| 6M | +121.0% | -7.0% | +128.0% | +124.4% |
| YTD | -78.1% | +0.5% | -78.6% | -78.3% |
| 1Y | -94.3% | +0.2% | -94.5% | -94.3% |
| 3Y | -98.9% | -7.4% | -91.6% | -98.9% |
| 5Y | -99.7% | -39.7% | -60.0% | -99.7% |
| All | -98.2% | +114.8% | -213.0% | -97.2% |
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