-99.9%
FCUV vs SPY
+79.8%
-179.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.4% |
| 7D | -72.0% | -2.0% | -70.0% | -70.6% |
| 30D | -8.0% | -1.7% | -6.3% | -4.0% |
| 3M | +66.3% | +4.7% | +61.5% | +56.2% |
| 6M | -75.3% | +12.5% | -87.8% | -79.6% |
| YTD | -83.0% | +11.7% | -94.7% | -85.5% |
| 1Y | -94.7% | +17.5% | -112.1% | -95.8% |
| 3Y | -99.3% | +76.6% | -175.8% | -99.7% |
| 5Y | -99.9% | +82.0% | -181.9% | -99.9% |
| All | -99.9% | +79.8% | -179.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling