-99.9%
FCUV vs SBAC
-45.4%
-54.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.0% |
| 7D | -72.0% | -5.3% | -66.7% | -71.6% |
| 30D | -8.0% | +0.4% | -8.4% | -7.8% |
| 3M | +66.3% | -11.9% | +78.2% | +72.0% |
| 6M | -75.3% | -4.5% | -70.8% | -74.8% |
| YTD | -83.0% | -4.3% | -78.6% | -82.8% |
| 1Y | -94.7% | -3.9% | -90.8% | -94.6% |
| 3Y | -99.3% | -11.0% | -88.3% | -99.3% |
| 5Y | -99.9% | -44.1% | -55.8% | -99.9% |
| All | -99.9% | -45.4% | -54.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling