+206.0%
SO vs FCUV
-87.2%
+293.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +12.9% | -0.7% |
| 7D | -0.2% | +62.8% | -63.0% | -0.2% |
| 30D | -4.6% | +66.5% | -71.1% | -4.6% |
| 3M | -3.0% | +459.9% | -463.0% | -3.2% |
| 6M | -8.3% | -12.4% | +4.1% | -8.4% |
| YTD | +3.5% | -47.5% | +51.1% | +3.4% |
| 1Y | -0.9% | -80.5% | +79.6% | -1.0% |
| 3Y | +45.4% | -97.6% | +143.0% | +45.1% |
| 5Y | +59.6% | -99.5% | +159.2% | +59.4% |
| 10Y | +156.6% | -95.8% | +252.4% | +157.6% |
| All | +206.0% | -87.2% | +293.2% | +212.7% |
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