+196.4%
SO vs FCUV
-98.2%
+294.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +1.1% |
| 7D | +1.4% | +148.8% | -147.4% | +1.2% |
| 30D | +4.7% | +95.0% | -90.3% | +4.6% |
| 3M | +1.7% | +27.8% | -26.1% | +1.5% |
| 6M | +2.2% | +121.0% | -118.8% | +1.5% |
| YTD | +10.0% | -78.1% | +88.1% | +9.5% |
| 1Y | +6.0% | -94.3% | +100.3% | +5.8% |
| 3Y | +54.1% | -98.9% | +153.0% | +53.5% |
| 5Y | +79.6% | -99.7% | +179.3% | +79.0% |
| All | +196.4% | -98.2% | +294.7% | +192.3% |
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