-95.6%
FCUV vs STLA
+24.1%
-119.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.1% | -62.2% | -65.1% |
| 7D | -47.9% | +0.7% | -48.7% | -47.8% |
| 30D | +13.7% | -2.4% | +16.0% | +14.2% |
| 3M | +97.0% | -23.9% | +120.9% | +101.7% |
| 6M | -66.1% | -24.6% | -41.5% | -65.6% |
| YTD | -81.8% | -50.5% | -31.3% | -80.4% |
| 1Y | -93.3% | -39.8% | -53.4% | -93.0% |
| 3Y | -99.2% | -65.6% | -33.6% | -99.1% |
| 5Y | -99.9% | -62.1% | -37.8% | -99.8% |
| 10Y | -98.5% | +47.8% | -146.3% | -98.7% |
| All | -95.6% | +24.1% | -119.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling