-99.6%
FCUV vs SITM
+4,789.7%
-4,889.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.3% | +2.5% |
| 7D | -66.5% | +3.9% | -70.3% | -66.5% |
| 30D | +5.0% | -6.6% | +11.6% | +5.9% |
| 3M | +63.8% | -11.9% | +75.7% | +61.4% |
| 6M | -67.8% | +81.1% | -149.0% | -72.4% |
| YTD | -82.4% | +80.0% | -162.4% | -85.2% |
| 1Y | -94.7% | +145.8% | -240.6% | -95.8% |
| 3Y | -99.3% | +475.9% | -575.1% | -99.5% |
| 5Y | -99.9% | +189.2% | -289.1% | -99.9% |
| All | -99.6% | +4,789.7% | -4,889.3% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling