+989.0%
SNPS vs FCUV
-94.7%
+1,083.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +136.0% | -137.6% | -2.1% |
| 7D | +1.1% | +148.8% | -147.7% | +0.5% |
| 30D | -5.2% | +95.0% | -100.2% | -5.6% |
| 3M | +10.6% | +27.8% | -17.2% | +10.0% |
| 6M | -10.6% | +121.0% | -131.6% | -12.5% |
| YTD | -3.1% | -78.1% | +75.1% | -4.7% |
| 1Y | +15.6% | -94.3% | +109.8% | +13.9% |
| 3Y | -12.9% | -98.9% | +86.0% | -14.3% |
| 5Y | +31.2% | -99.7% | +130.9% | +29.3% |
| 10Y | +663.4% | -98.2% | +761.6% | +665.1% |
| All | +989.0% | -94.7% | +1,083.7% | +1,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling