-95.6%
FCUV vs SPY
+357.4%
-453.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.5% | -64.7% | -64.9% |
| 7D | -47.9% | +0.5% | -48.5% | -47.7% |
| 30D | +13.7% | -0.9% | +14.6% | +14.9% |
| 3M | +97.0% | +3.9% | +93.1% | +93.6% |
| 6M | -66.1% | +14.5% | -80.6% | -68.5% |
| YTD | -81.8% | +12.9% | -94.7% | -82.8% |
| 1Y | -93.3% | +19.4% | -112.6% | -93.8% |
| 3Y | -99.2% | +78.5% | -177.7% | -99.4% |
| 5Y | -99.9% | +81.8% | -181.6% | -99.9% |
| 10Y | -98.5% | +311.5% | -410.0% | -98.3% |
| All | -95.6% | +357.4% | -453.0% | -94.7% |
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