-98.0%
FCUV vs STLA
-53.0%
-45.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.8% | -11.3% | -5.3% |
| 7D | -8.6% | -0.6% | -7.9% | -8.6% |
| 30D | -25.9% | +3.6% | -29.5% | -24.4% |
| 3M | -69.8% | -20.6% | -49.2% | -76.9% |
| 6M | -31.6% | -34.3% | +2.7% | -50.0% |
| YTD | -90.1% | -57.3% | -32.8% | -91.8% |
| 1Y | -98.0% | -52.6% | -45.3% | -98.4% |
| All | -98.0% | -53.0% | -45.0% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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