-95.7%
FCUV vs SNY
+48.1%
-143.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.2% |
| 7D | -66.5% | -3.3% | -63.1% | -66.0% |
| 30D | +5.0% | -2.2% | +7.1% | +6.4% |
| 3M | +63.8% | -3.0% | +66.8% | +65.9% |
| 6M | -67.8% | +2.7% | -70.6% | -67.9% |
| YTD | -82.4% | -6.8% | -75.6% | -82.1% |
| 1Y | -94.7% | -5.3% | -89.5% | -94.7% |
| 3Y | -99.3% | -9.8% | -89.5% | -99.2% |
| 5Y | -99.9% | +9.7% | -109.5% | -99.9% |
| 10Y | -98.6% | +64.5% | -163.1% | -98.6% |
| All | -95.7% | +48.1% | -143.8% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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