+225.9%
SO vs FCUV
-97.7%
+323.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.2% |
| 7D | +0.8% | -4.7% | +5.5% | +0.8% |
| 30D | +7.8% | -23.2% | +31.0% | +7.8% |
| 3M | +2.9% | -49.2% | +52.1% | +2.9% |
| 6M | +2.5% | -9.2% | +11.7% | +2.3% |
| YTD | +10.3% | -90.6% | +100.8% | +10.1% |
| 1Y | +6.4% | -97.9% | +104.3% | +6.3% |
| 3Y | +52.8% | -99.5% | +152.3% | +52.6% |
| 5Y | +78.7% | -99.9% | +178.6% | +78.5% |
| 10Y | +196.3% | -99.2% | +295.5% | +197.5% |
| All | +225.9% | -97.7% | +323.6% | +233.2% |
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