-87.2%
FCUV vs SFM
+164.9%
-252.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.9% | -16.5% | -14.3% |
| 7D | +62.8% | -0.1% | +62.9% | +62.4% |
| 30D | +66.5% | -4.4% | +70.9% | +67.0% |
| 3M | +459.9% | +1.5% | +458.4% | +455.1% |
| 6M | -12.4% | +6.5% | -18.8% | -14.9% |
| YTD | -47.5% | +2.2% | -49.7% | -48.8% |
| 1Y | -80.5% | -41.9% | -38.6% | -78.6% |
| 3Y | -97.6% | +106.8% | -204.4% | -98.2% |
| 5Y | -99.5% | +231.6% | -331.1% | -99.7% |
| 10Y | -95.8% | +258.4% | -354.2% | -98.0% |
| All | -87.2% | +164.9% | -252.1% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling