+530.1%
SMTC vs FCUV
-98.6%
+628.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +5.1% |
| 7D | +13.1% | -66.5% | +79.6% | +13.3% |
| 30D | +19.5% | +5.0% | +14.5% | +19.1% |
| 3M | +2.2% | +63.8% | -61.5% | +0.2% |
| 6M | +94.9% | -67.8% | +162.7% | +91.9% |
| YTD | +127.0% | -82.4% | +209.4% | +123.9% |
| 1Y | +174.6% | -94.7% | +269.3% | +172.0% |
| 3Y | +615.9% | -99.3% | +715.2% | +608.4% |
| 5Y | +125.6% | -99.9% | +225.5% | +123.5% |
| All | +530.1% | -98.6% | +628.7% | +529.7% |
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