+235.5%
SIMO vs FCUV
-94.0%
+329.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | +2.0% |
| 7D | +14.5% | -63.8% | +78.3% | +13.9% |
| 30D | +20.4% | -14.7% | +35.1% | +20.7% |
| 3M | +7.1% | +65.3% | -58.2% | +10.1% |
| 6M | +129.2% | -68.5% | +197.7% | +134.8% |
| YTD | +201.9% | -83.0% | +285.0% | +212.2% |
| 1Y | +235.5% | -94.4% | +329.9% | +272.2% |
| All | +235.5% | -94.0% | +329.5% | +272.2% |
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