-99.9%
FCUV vs SFM
+212.1%
-312.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -72.0% | -8.8% | -63.2% | -70.9% |
| 30D | -8.0% | -14.5% | +6.5% | -4.1% |
| 3M | +66.3% | -16.8% | +83.1% | +74.1% |
| 6M | -75.3% | -5.3% | -69.9% | -74.6% |
| YTD | -83.0% | -9.4% | -73.6% | -82.5% |
| 1Y | -94.7% | -46.2% | -48.5% | -94.1% |
| 3Y | -99.3% | +81.3% | -180.5% | -99.3% |
| 5Y | -99.9% | +211.9% | -311.7% | -99.9% |
| All | -99.9% | +212.1% | -312.0% | -99.9% |
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