-98.0%
FCUV vs SITM
+47.5%
-145.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.8% | -7.8% |
| 7D | -8.6% | -19.5% | +11.0% | -9.4% |
| 30D | -25.9% | -43.2% | +17.3% | -28.4% |
| 3M | -69.8% | -30.8% | -39.0% | -70.2% |
| 6M | -31.6% | -28.6% | -3.0% | -36.7% |
| YTD | -90.1% | +14.2% | -104.3% | -91.2% |
| 1Y | -98.0% | +44.4% | -142.4% | -98.3% |
| All | -98.0% | +47.5% | -145.5% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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