+323.8%
SN vs FCUV
-99.2%
+422.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -65.2% | +66.2% | +1.2% |
| 7D | +0.1% | -47.9% | +48.0% | +0.2% |
| 30D | -5.6% | +13.7% | -19.3% | -5.9% |
| 3M | +48.1% | +97.0% | -48.9% | +45.1% |
| 6M | +57.6% | -66.1% | +123.7% | +59.6% |
| YTD | +56.5% | -81.8% | +138.3% | +60.1% |
| 1Y | +52.6% | -93.3% | +145.8% | +58.5% |
| 3Y | +412.0% | -99.2% | +511.2% | +464.7% |
| All | +323.8% | -99.2% | +422.9% | +364.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling