-98.6%
FCUV vs SPYG
+424.6%
-523.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.7% |
| 7D | -66.5% | -0.9% | -65.6% | -66.0% |
| 30D | +5.0% | -1.5% | +6.5% | +6.9% |
| 3M | +63.8% | +3.7% | +60.1% | +59.3% |
| 6M | -67.8% | +16.4% | -84.3% | -71.3% |
| YTD | -82.4% | +13.3% | -95.7% | -83.9% |
| 1Y | -94.7% | +17.9% | -112.6% | -95.3% |
| 3Y | -99.3% | +98.3% | -197.6% | -99.5% |
| 5Y | -99.9% | +86.4% | -186.3% | -99.9% |
| All | -98.6% | +424.6% | -523.2% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling