+601.8%
SMTC vs FCUV
-99.2%
+701.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | +22.5% | -63.8% | +86.2% | +22.7% |
| 30D | +24.9% | -14.7% | +39.6% | +24.3% |
| 3M | +4.1% | +65.3% | -61.2% | +0.4% |
| 6M | +92.6% | -68.5% | +161.0% | +90.6% |
| YTD | +122.5% | -83.0% | +205.5% | +123.8% |
| 1Y | +166.2% | -94.4% | +260.6% | +174.5% |
| All | +601.8% | -99.2% | +701.0% | +615.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling