+154.8%
SO vs FCUV
-98.6%
+253.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -1.1% | -72.0% | +70.8% | -1.1% |
| 30D | -3.7% | -8.0% | +4.3% | -3.8% |
| 3M | -5.9% | +66.3% | -72.2% | -6.4% |
| 6M | -7.3% | -75.3% | +68.0% | -7.7% |
| YTD | +3.1% | -83.0% | +86.1% | +2.8% |
| 1Y | -1.0% | -94.7% | +93.7% | -1.2% |
| 3Y | +43.2% | -99.3% | +142.5% | +42.8% |
| 5Y | +59.1% | -99.9% | +159.0% | +58.8% |
| All | +154.8% | -98.6% | +253.4% | +151.0% |
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