+67.8%
SAP vs FCUV
-99.5%
+167.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.1% |
| 7D | -2.5% | -4.7% | +2.2% | -2.5% |
| 30D | +7.5% | -23.2% | +30.6% | +7.6% |
| 3M | +11.6% | -49.2% | +60.8% | +11.7% |
| 6M | +37.6% | -9.2% | +46.9% | +35.1% |
| YTD | -2.0% | -90.6% | +88.6% | -2.5% |
| 1Y | -6.4% | -97.9% | +91.5% | -6.2% |
| All | +67.8% | -99.5% | +167.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling