-99.3%
FCUV vs SM
-1.2%
-98.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -7.2% |
| 7D | -63.8% | -0.2% | -63.5% | -64.3% |
| 30D | -14.7% | +20.3% | -35.0% | -19.8% |
| 3M | +65.3% | +22.9% | +42.4% | +56.5% |
| 6M | -68.5% | +47.8% | -116.3% | -70.4% |
| YTD | -83.0% | +107.5% | -190.5% | -84.3% |
| 1Y | -94.4% | +51.7% | -146.2% | -94.8% |
| All | -99.3% | -1.2% | -98.1% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling