+56.8%
SAP vs FCUV
-99.8%
+156.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -65.2% | +63.6% | -1.3% |
| 7D | -0.3% | -47.9% | +47.7% | -0.1% |
| 30D | +2.6% | +13.7% | -11.1% | +2.2% |
| 3M | +16.3% | +97.0% | -80.7% | +12.5% |
| 6M | +6.4% | -66.1% | +72.5% | +4.9% |
| YTD | -11.4% | -81.8% | +70.3% | -11.9% |
| 1Y | -20.4% | -93.3% | +72.9% | -20.0% |
| 3Y | +56.5% | -99.2% | +155.7% | +62.0% |
| 5Y | +56.8% | -99.9% | +156.6% | +68.2% |
| All | +56.8% | -99.8% | +156.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling