-98.6%
FCUV vs SM
+23.0%
-121.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -66.5% | +4.6% | -71.0% | -66.4% |
| 30D | +5.0% | +18.2% | -13.2% | +5.1% |
| 3M | +63.8% | +22.5% | +41.3% | +64.1% |
| 6M | -67.8% | +50.6% | -118.4% | -67.5% |
| YTD | -82.4% | +108.1% | -190.5% | -82.1% |
| 1Y | -94.7% | +46.0% | -140.7% | -94.7% |
| 3Y | -99.3% | +2.9% | -102.1% | -99.3% |
| 5Y | -99.9% | +112.6% | -212.4% | -99.8% |
| All | -98.6% | +23.0% | -121.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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