-98.6%
FCUV vs SPXS
-99.6%
+1.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +2.7% |
| 7D | -66.5% | +2.5% | -69.0% | -66.0% |
| 30D | +5.0% | +4.2% | +0.8% | +7.0% |
| 3M | +63.8% | -9.3% | +73.1% | +61.4% |
| 6M | -67.8% | -30.7% | -37.1% | -70.2% |
| YTD | -82.4% | -28.1% | -54.3% | -83.4% |
| 1Y | -94.7% | -35.1% | -59.7% | -95.1% |
| 3Y | -99.3% | -79.6% | -19.7% | -99.4% |
| 5Y | -99.9% | -86.3% | -13.6% | -99.9% |
| All | -98.6% | -99.6% | +1.0% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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