-94.7%
FCUV vs SPY
+351.6%
-446.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.4% | +136.4% | +136.2% |
| 7D | +148.8% | +2.6% | +146.2% | +145.1% |
| 30D | +95.0% | -2.0% | +97.0% | +97.0% |
| 3M | +27.8% | -2.8% | +30.6% | +30.4% |
| 6M | +121.0% | +2.1% | +118.8% | +118.8% |
| YTD | -78.1% | +11.5% | -89.6% | -79.3% |
| 1Y | -94.3% | +13.5% | -107.7% | -94.6% |
| 3Y | -98.9% | +77.7% | -176.6% | -99.1% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.8% |
| 10Y | -98.2% | +308.2% | -406.4% | -98.0% |
| All | -94.7% | +351.6% | -446.3% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling