+318.7%
SAP vs FCUV
-97.7%
+416.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -3.9% | +2.4% | -6.3% | -3.9% |
| 30D | +6.5% | -25.9% | +32.4% | +6.6% |
| 3M | +14.7% | -44.8% | +59.4% | +14.7% |
| 6M | +39.9% | -3.5% | +43.4% | +38.1% |
| YTD | -2.0% | -90.7% | +88.8% | -2.8% |
| 1Y | -6.0% | -97.9% | +91.9% | -6.5% |
| 3Y | +67.7% | -99.5% | +167.2% | +66.5% |
| 5Y | +78.8% | -99.9% | +178.7% | +77.9% |
| 10Y | +229.3% | -99.3% | +328.5% | +222.6% |
| All | +318.7% | -97.7% | +416.5% | +308.7% |
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