+262.8%
SGI vs FCUV
-98.6%
+361.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -4.5% | -66.5% | +62.0% | -4.2% |
| 30D | +4.2% | +5.0% | -0.8% | +3.9% |
| 3M | -7.4% | +63.8% | -71.2% | -9.2% |
| 6M | -15.1% | -67.8% | +52.8% | -16.1% |
| YTD | -24.7% | -82.4% | +57.7% | -25.4% |
| 1Y | -21.8% | -94.7% | +73.0% | -22.1% |
| 3Y | +50.0% | -99.3% | +149.3% | +49.1% |
| 5Y | +48.9% | -99.9% | +148.8% | +48.8% |
| All | +262.8% | -98.6% | +361.3% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling