+284.8%
SAP vs FCUV
-87.2%
+372.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.8% |
| 7D | -2.9% | +62.8% | -65.7% | -3.1% |
| 30D | +9.0% | +66.5% | -57.5% | +8.8% |
| 3M | +14.9% | +459.9% | -445.0% | +13.0% |
| 6M | +11.9% | -12.4% | +24.3% | +10.4% |
| YTD | -9.9% | -47.5% | +37.6% | -11.0% |
| 1Y | -19.5% | -80.5% | +61.0% | -20.4% |
| 3Y | +61.8% | -97.6% | +159.4% | +60.1% |
| 5Y | +56.2% | -99.5% | +155.7% | +54.9% |
| 10Y | +180.6% | -95.8% | +276.4% | +173.9% |
| All | +284.8% | -87.2% | +372.1% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling