+1,817.6%
SMH vs FCUV
-98.6%
+1,916.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.5% |
| 7D | +0.3% | -66.5% | +66.7% | +0.4% |
| 30D | -2.8% | +5.0% | -7.8% | -3.0% |
| 3M | -6.7% | +63.8% | -70.5% | -8.0% |
| 6M | +41.8% | -67.8% | +109.6% | +40.5% |
| YTD | +57.9% | -82.4% | +140.3% | +56.7% |
| 1Y | +87.6% | -94.7% | +182.4% | +87.0% |
| 3Y | +282.9% | -99.3% | +382.2% | +281.3% |
| 5Y | +330.4% | -99.9% | +430.3% | +329.4% |
| All | +1,817.6% | -98.6% | +1,916.2% | +1,769.0% |
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