-87.2%
FCUV vs SBAC
+85.1%
-172.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.1% | -12.6% | -13.5% |
| 7D | +62.8% | -0.8% | +63.6% | +63.0% |
| 30D | +66.5% | +6.9% | +59.6% | +65.0% |
| 3M | +459.9% | -8.2% | +468.2% | +467.3% |
| 6M | -12.4% | -1.6% | -10.7% | -11.9% |
| YTD | -47.5% | -0.1% | -47.4% | -47.6% |
| 1Y | -80.5% | -0.5% | -80.0% | -80.5% |
| 3Y | -97.6% | -9.1% | -88.6% | -97.6% |
| 5Y | -99.5% | -43.8% | -55.8% | -99.5% |
| 10Y | -95.8% | +80.5% | -176.3% | -93.7% |
| All | -87.2% | +85.1% | -172.3% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling