-17.6%
FPS vs SKUU
+104.7%
-122.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +14.2% | -18.3% | -6.0% |
| 7D | +5.3% | +43.0% | -37.6% | -1.0% |
| 30D | -17.6% | +103.8% | -121.4% | -27.9% |
| All | -17.6% | +104.7% | -122.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 1mo: compounded portfolio wealth divided by compounded SKUU 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…
1mo analysis · Full analysis span regression · Available span rolling