+11.1%
SMR vs FCUV
-99.8%
+110.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -65.2% | +80.5% | +16.4% |
| 7D | +21.4% | -47.9% | +69.3% | +21.4% |
| 30D | +13.8% | +13.7% | +0.2% | +11.9% |
| 3M | +3.9% | +97.0% | -93.1% | -7.5% |
| 6M | -4.2% | -66.1% | +61.9% | -5.0% |
| YTD | -21.1% | -81.8% | +60.7% | -16.7% |
| 1Y | -67.1% | -93.3% | +26.2% | -62.4% |
| 3Y | +88.9% | -99.2% | +188.1% | +122.2% |
| All | +11.1% | -99.8% | +110.9% | +39.6% |
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