-80.5%
FCUV vs SITM
+174.8%
-255.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +6.5% | -20.2% | -13.1% |
| 7D | +62.8% | +9.7% | +53.1% | +64.1% |
| 30D | +66.5% | +12.7% | +53.8% | +66.2% |
| 3M | +459.9% | -13.4% | +473.4% | +447.3% |
| 6M | -12.4% | +59.6% | -72.0% | -22.6% |
| YTD | -47.5% | +73.3% | -120.8% | -54.0% |
| 1Y | -80.5% | +165.5% | -246.1% | -81.6% |
| All | -80.5% | +174.8% | -255.3% | -81.6% |
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