+17.9%
SNPS vs FCUV
-99.9%
+117.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +0.4% |
| 7D | -5.5% | -63.8% | +58.3% | -4.8% |
| 30D | -4.5% | -14.7% | +10.2% | -5.0% |
| 3M | -15.5% | +65.3% | -80.8% | -20.6% |
| 6M | -10.1% | -68.5% | +58.4% | -13.0% |
| YTD | -16.3% | -83.0% | +66.8% | -17.7% |
| 1Y | -34.9% | -94.4% | +59.5% | -34.3% |
| 3Y | -14.4% | -99.3% | +84.9% | -9.5% |
| 5Y | +17.9% | -99.9% | +117.8% | +29.6% |
| All | +17.9% | -99.9% | +117.8% | +29.6% |
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 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