+549.0%
SIMO vs FCUV
-98.6%
+647.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.5% |
| 7D | +12.5% | -72.0% | +84.5% | +12.5% |
| 30D | +18.4% | -8.0% | +26.4% | +18.4% |
| 3M | +5.6% | +66.3% | -60.7% | +5.3% |
| 6M | +116.9% | -75.3% | +192.2% | +117.0% |
| YTD | +188.4% | -83.0% | +271.4% | +188.7% |
| 1Y | +221.3% | -94.7% | +315.9% | +222.5% |
| 3Y | +438.6% | -99.3% | +537.8% | +440.4% |
| 5Y | +287.9% | -99.9% | +387.8% | +289.5% |
| All | +549.0% | -98.6% | +647.6% | +516.3% |
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