+100.5%
SIMO vs FCUV
-98.1%
+198.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.5% | -2.1% | -9.7% |
| 7D | -16.9% | -8.6% | -8.3% | -17.0% |
| 30D | -35.4% | -25.9% | -9.4% | -35.6% |
| 3M | -31.9% | -69.8% | +37.9% | -32.2% |
| 6M | -19.3% | -31.6% | +12.3% | -18.4% |
| YTD | +98.5% | -90.1% | +188.6% | +97.1% |
| 1Y | +100.5% | -98.0% | +198.5% | +108.2% |
| All | +100.5% | -98.1% | +198.6% | +108.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling