-95.9%
FCUV vs SPYG
+469.8%
-565.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -72.0% | -1.8% | -70.1% | -71.5% |
| 30D | -8.0% | -1.9% | -6.1% | -6.3% |
| 3M | +66.3% | +5.2% | +61.1% | +61.4% |
| 6M | -75.3% | +15.6% | -90.8% | -77.5% |
| YTD | -83.0% | +12.4% | -95.4% | -84.1% |
| 1Y | -94.7% | +17.5% | -112.1% | -95.1% |
| 3Y | -99.3% | +98.1% | -197.3% | -99.5% |
| 5Y | -99.9% | +84.9% | -184.8% | -99.9% |
| 10Y | -98.6% | +417.7% | -516.3% | -98.6% |
| All | -95.9% | +469.8% | -565.7% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling