-99.2%
FCUV vs SWK
+21.9%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -4.7% | -2.3% | -2.4% | -4.4% |
| 30D | -23.2% | +30.4% | -53.6% | -25.9% |
| 3M | -49.2% | +12.1% | -61.3% | -49.7% |
| 6M | -9.2% | +49.1% | -58.3% | -15.2% |
| YTD | -90.6% | +60.4% | -151.0% | -91.3% |
| 1Y | -97.9% | +78.3% | -176.2% | -98.1% |
| 3Y | -99.5% | +53.3% | -152.8% | -99.6% |
| 5Y | -99.9% | -27.0% | -72.9% | -99.9% |
| 10Y | -99.2% | +20.8% | -120.1% | -99.3% |
| All | -99.2% | +21.9% | -121.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling