+43.0%
SN vs FCUV
-81.1%
+124.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.6% | -1.1% |
| 7D | -9.3% | +62.8% | -72.2% | -9.3% |
| 30D | -4.8% | +66.5% | -71.3% | -4.7% |
| 3M | +40.4% | +459.9% | -419.5% | +41.4% |
| 6M | +50.9% | -12.4% | +63.3% | +58.2% |
| YTD | +54.9% | -47.5% | +102.5% | +62.6% |
| 1Y | +43.0% | -80.5% | +123.5% | +47.1% |
| All | +43.0% | -81.1% | +124.1% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling