+922.6%
SIMO vs FCUV
-97.8%
+1,020.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.8% |
| 3M | -26.5% | -54.5% | +28.0% | -26.5% |
| 6M | -33.0% | -26.7% | -6.3% | -33.1% |
| YTD | +84.3% | -91.0% | +175.3% | +84.5% |
| 1Y | +82.0% | -98.0% | +180.0% | +82.8% |
| 3Y | +218.5% | -99.5% | +318.0% | +219.4% |
| 5Y | +175.0% | -99.9% | +274.9% | +176.0% |
| 10Y | +407.5% | -99.3% | +506.8% | +419.7% |
| All | +922.6% | -97.8% | +1,020.4% | +974.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling