+432.7%
SN vs FCUV
-99.6%
+532.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.0% |
| 7D | +1.4% | +2.4% | -1.0% | +1.4% |
| 30D | +16.6% | -25.9% | +42.5% | +16.7% |
| 3M | +18.3% | -44.8% | +63.0% | +18.2% |
| 6M | +103.1% | -3.5% | +106.5% | +99.3% |
| YTD | +96.7% | -90.7% | +187.5% | +101.6% |
| 1Y | +134.3% | -97.9% | +232.2% | +147.7% |
| 3Y | +425.2% | -99.5% | +524.8% | +471.1% |
| All | +432.7% | -99.6% | +532.2% | +484.6% |
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 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