+306.7%
SIMO vs FCUV
-99.9%
+406.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | +2.1% |
| 7D | +14.5% | -63.8% | +78.3% | +14.5% |
| 30D | +20.4% | -14.7% | +35.1% | +20.2% |
| 3M | +7.1% | +65.3% | -58.2% | +5.8% |
| 6M | +129.2% | -68.5% | +197.7% | +132.0% |
| YTD | +201.9% | -83.0% | +285.0% | +210.0% |
| 1Y | +235.5% | -94.4% | +329.9% | +255.2% |
| 3Y | +463.8% | -99.3% | +563.1% | +518.6% |
| 5Y | +306.7% | -99.9% | +406.6% | +371.9% |
| All | +306.7% | -99.9% | +406.6% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling