-98.0%
FCUV vs SPYG
+10.8%
-108.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.3% | -8.8% | -9.6% |
| 7D | -8.6% | -2.8% | -5.8% | -4.1% |
| 30D | -25.9% | -6.2% | -19.7% | -17.2% |
| 3M | -69.8% | -3.6% | -66.2% | -67.9% |
| 6M | -31.6% | +4.8% | -36.4% | -36.5% |
| YTD | -90.1% | +11.0% | -101.1% | -90.9% |
| 1Y | -98.0% | +11.2% | -109.2% | -98.1% |
| All | -98.0% | +10.8% | -108.8% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling