+368.8%
SNXX vs FCUV
-82.1%
+450.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.3% | -10.3% | -7.0% |
| 7D | -12.0% | -66.5% | +54.4% | -13.2% |
| 30D | +37.9% | +5.0% | +33.0% | +39.6% |
| 3M | -52.7% | +63.8% | -116.5% | -41.6% |
| 6M | +194.8% | -67.8% | +262.6% | +339.7% |
| All | +368.8% | -82.1% | +450.8% | +657.2% |
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 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