+106.3%
SPG vs FCUV
-87.2%
+193.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -1.0% |
| 7D | -2.4% | +62.8% | -65.2% | -2.4% |
| 30D | -6.8% | +66.5% | -73.3% | -6.9% |
| 3M | +2.7% | +459.9% | -457.3% | +2.4% |
| 6M | +5.5% | -12.4% | +17.8% | +5.3% |
| YTD | +15.7% | -47.5% | +63.2% | +15.6% |
| 1Y | +20.9% | -80.5% | +101.4% | +20.8% |
| 3Y | +112.4% | -97.6% | +210.0% | +112.2% |
| 5Y | +101.4% | -99.5% | +200.9% | +101.2% |
| 10Y | +60.6% | -95.8% | +156.4% | +63.4% |
| All | +106.3% | -87.2% | +193.6% | +111.5% |
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