-14.4%
SMR vs FCUV
-99.8%
+85.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -18.9% | -15.7% |
| 7D | -11.2% | -66.5% | +55.2% | -10.3% |
| 30D | -10.2% | +5.0% | -15.2% | -11.5% |
| 3M | -10.0% | +63.8% | -73.8% | -18.6% |
| 6M | -30.5% | -67.8% | +37.4% | -30.3% |
| YTD | -39.2% | -82.4% | +43.2% | -35.8% |
| 1Y | -75.5% | -94.7% | +19.2% | -71.5% |
| 3Y | +45.4% | -99.3% | +144.7% | +71.5% |
| All | -14.4% | -99.8% | +85.4% | +7.6% |
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 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