+65.3%
FCUV vs SPYG
+2.2%
+63.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -5.0% |
| 7D | -63.8% | +0.3% | -64.1% | -61.9% |
| 30D | -14.7% | -1.7% | -13.0% | -2.8% |
| 3M | +65.3% | +3.6% | +61.7% | +28.7% |
| All | +65.3% | +2.2% | +63.1% | +28.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling