+282.9%
SPGI vs FCUV
-98.6%
+381.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -7.4% | -66.5% | +59.1% | -7.2% |
| 30D | +0.4% | +5.0% | -4.6% | +0.3% |
| 3M | +5.3% | +63.8% | -58.5% | +4.3% |
| 6M | +1.7% | -67.8% | +69.5% | +1.1% |
| YTD | -16.4% | -82.4% | +66.1% | -16.7% |
| 1Y | -20.5% | -94.7% | +74.2% | -20.6% |
| 3Y | +14.2% | -99.3% | +113.5% | +13.9% |
| 5Y | +0.6% | -99.9% | +100.4% | +0.5% |
| All | +282.9% | -98.6% | +381.4% | +284.2% |
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