+175.0%
SIMO vs FCUV
-99.9%
+274.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.4% | -1.7% |
| 7D | -16.0% | -15.3% | -0.7% | -16.0% |
| 30D | -35.8% | -29.7% | -6.0% | -35.7% |
| 3M | -26.5% | -54.5% | +28.0% | -26.6% |
| 6M | -33.0% | -26.7% | -6.3% | -33.6% |
| YTD | +84.3% | -91.0% | +175.3% | +89.4% |
| 1Y | +82.0% | -98.0% | +180.0% | +96.3% |
| 3Y | +218.5% | -99.5% | +318.0% | +248.2% |
| 5Y | +175.0% | -99.9% | +274.9% | +233.4% |
| All | +175.0% | -99.9% | +274.9% | +233.4% |
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