+447.8%
SN vs FCUV
-99.0%
+546.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +136.0% | -133.2% | +2.3% |
| 7D | +1.5% | +148.8% | -147.2% | +1.0% |
| 30D | +21.5% | +95.0% | -73.5% | +21.0% |
| 3M | +20.0% | +27.8% | -7.8% | +19.4% |
| 6M | +119.9% | +121.0% | -1.0% | +115.0% |
| YTD | +102.3% | -78.1% | +180.5% | +106.3% |
| 1Y | +148.0% | -94.3% | +242.2% | +160.0% |
| 3Y | +450.0% | -98.9% | +548.9% | +495.6% |
| All | +447.8% | -99.0% | +546.8% | +498.2% |
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