+109.0%
SPG vs FCUV
-98.2%
+207.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.4% |
| 7D | +2.0% | +148.8% | -146.8% | +1.9% |
| 30D | +17.2% | +95.0% | -77.8% | +17.1% |
| 3M | +6.3% | +27.8% | -21.5% | +6.2% |
| 6M | +18.7% | +121.0% | -102.3% | +18.0% |
| YTD | +30.1% | -78.1% | +108.2% | +29.7% |
| 1Y | +32.8% | -94.3% | +127.0% | +32.6% |
| 3Y | +133.6% | -98.9% | +232.5% | +133.0% |
| 5Y | +84.4% | -99.7% | +184.1% | +84.2% |
| All | +109.0% | -98.2% | +207.2% | +110.2% |
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 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