-99.6%
FCUV vs SITM
+4,437.5%
-4,537.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.8% |
| 7D | -63.8% | +3.7% | -67.5% | -63.8% |
| 30D | -14.7% | -14.5% | -0.2% | -12.9% |
| 3M | +65.3% | -10.6% | +75.9% | +62.2% |
| 6M | -68.5% | +65.5% | -134.0% | -72.6% |
| YTD | -83.0% | +67.0% | -150.1% | -85.5% |
| 1Y | -94.4% | +138.6% | -233.0% | -95.6% |
| 3Y | -99.3% | +421.8% | -521.1% | -99.5% |
| 5Y | -99.9% | +172.4% | -272.3% | -99.9% |
| All | -99.6% | +4,437.5% | -4,537.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling