+571.9%
SMTC vs FCUV
-95.9%
+667.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | +22.5% | -63.8% | +86.2% | +22.6% |
| 30D | +24.9% | -14.7% | +39.6% | +24.7% |
| 3M | +4.1% | +65.3% | -61.2% | +2.5% |
| 6M | +92.6% | -68.5% | +161.0% | +90.2% |
| YTD | +122.5% | -83.0% | +205.5% | +120.1% |
| 1Y | +166.2% | -94.4% | +260.6% | +164.0% |
| 3Y | +577.2% | -99.3% | +676.4% | +571.1% |
| 5Y | +119.0% | -99.9% | +218.8% | +117.1% |
| 10Y | +527.9% | -98.6% | +626.5% | +536.2% |
| All | +571.9% | -95.9% | +667.8% | +593.0% |
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 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