+293.4%
SN vs FCUV
-99.2%
+392.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | -7.2% | -72.0% | +64.8% | -6.9% |
| 30D | -13.4% | -8.0% | -5.4% | -13.6% |
| 3M | +26.8% | +66.3% | -39.5% | +24.6% |
| 6M | +44.6% | -75.3% | +119.9% | +47.3% |
| YTD | +45.3% | -83.0% | +128.3% | +48.6% |
| 1Y | +40.1% | -94.7% | +134.8% | +46.2% |
| 3Y | +375.3% | -99.3% | +474.5% | +424.3% |
| All | +293.4% | -99.2% | +392.6% | +331.0% |
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 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