-99.3%
FCUV vs SPYG
+98.4%
-197.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.1% |
| 7D | -66.5% | -0.9% | -65.6% | -65.6% |
| 30D | +5.0% | -1.5% | +6.5% | +8.9% |
| 3M | +63.8% | +3.7% | +60.1% | +54.1% |
| 6M | -67.8% | +16.4% | -84.3% | -74.5% |
| YTD | -82.4% | +13.3% | -95.7% | -85.3% |
| 1Y | -94.7% | +17.9% | -112.6% | -95.9% |
| 3Y | -99.3% | +98.3% | -197.6% | -99.6% |
| All | -99.3% | +98.4% | -197.6% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling