-98.0%
FCUV vs SFM
-35.8%
-62.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.6% | -11.2% | -8.4% |
| 7D | -8.6% | -12.3% | +3.7% | -5.9% |
| 30D | -25.9% | -16.2% | -9.7% | -22.9% |
| 3M | -69.8% | -36.8% | -33.0% | -63.4% |
| 6M | -31.6% | -32.6% | +1.0% | -18.7% |
| YTD | -90.1% | -31.7% | -58.4% | -88.9% |
| 1Y | -98.0% | -35.0% | -63.0% | -97.7% |
| All | -98.0% | -35.8% | -62.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling