-99.3%
FCUV vs SPY
+76.5%
-175.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.6% | -6.2% |
| 7D | -63.8% | -0.4% | -63.4% | -62.7% |
| 30D | -14.7% | -1.4% | -13.3% | -10.9% |
| 3M | +65.3% | +3.7% | +61.6% | +56.7% |
| 6M | -68.5% | +13.0% | -81.5% | -74.5% |
| YTD | -83.0% | +12.4% | -95.4% | -85.9% |
| 1Y | -94.4% | +18.5% | -112.9% | -95.7% |
| All | -99.3% | +76.5% | -175.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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