-99.7%
FCUV vs SFM
+116.0%
-215.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.3% | +134.7% | +135.8% |
| 7D | +148.8% | +6.0% | +142.7% | +146.8% |
| 30D | +95.0% | -19.5% | +114.5% | +100.3% |
| 3M | +27.8% | -37.0% | +64.8% | +38.6% |
| 6M | +121.0% | -41.0% | +162.0% | +141.0% |
| YTD | -78.1% | -34.6% | -43.5% | -76.5% |
| 1Y | -94.3% | -36.3% | -58.0% | -93.8% |
| 3Y | -98.9% | +24.5% | -123.5% | -98.9% |
| All | -99.7% | +116.0% | -215.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling