-94.9%
FCUV vs SFM
-46.5%
-48.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -72.0% | -8.8% | -63.2% | -70.5% |
| 30D | -8.0% | -14.5% | +6.5% | -2.8% |
| 3M | +66.3% | -16.8% | +83.1% | +74.9% |
| 6M | -75.3% | -5.3% | -69.9% | -73.7% |
| YTD | -83.0% | -9.4% | -73.6% | -82.1% |
| All | -94.9% | -46.5% | -48.4% | -96.4% |
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