-94.7%
FCUV vs STLA
-40.1%
-54.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.3% |
| 7D | -72.0% | -3.8% | -68.1% | -73.5% |
| 30D | -8.0% | -3.1% | -4.9% | -12.8% |
| 3M | +66.3% | -19.6% | +85.9% | +46.2% |
| 6M | -75.3% | -23.5% | -51.8% | -78.6% |
| YTD | -83.0% | -51.5% | -31.4% | -83.8% |
| 1Y | -94.7% | -39.7% | -55.0% | -95.0% |
| All | -94.7% | -40.1% | -54.6% | -95.0% |
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