+388.8%
SIMO vs FCUV
-98.2%
+487.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +136.0% | -141.6% | -5.5% |
| 7D | +4.1% | +148.8% | -144.7% | +4.2% |
| 30D | -24.0% | +95.0% | -119.0% | -23.9% |
| 3M | -31.8% | +27.8% | -59.6% | -31.7% |
| 6M | -36.9% | +121.0% | -157.9% | -37.0% |
| YTD | +84.8% | -78.1% | +163.0% | +85.2% |
| 1Y | +99.0% | -94.3% | +193.2% | +100.1% |
| 3Y | +217.9% | -98.9% | +316.9% | +219.2% |
| 5Y | +171.5% | -99.7% | +271.2% | +172.9% |
| All | +388.8% | -98.2% | +487.0% | +365.8% |
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