+19.0%
SPGI vs FCUV
-99.2%
+118.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -65.2% | +62.0% | -3.1% |
| 7D | -2.5% | -47.9% | +45.5% | -2.4% |
| 30D | +5.4% | +13.7% | -8.2% | +5.4% |
| 3M | +9.0% | +97.0% | -88.0% | +8.6% |
| 6M | +0.8% | -66.1% | +66.9% | +1.6% |
| YTD | -12.6% | -81.8% | +69.2% | -11.3% |
| 1Y | -16.1% | -93.3% | +77.2% | -14.4% |
| 3Y | +19.0% | -99.2% | +118.2% | +25.7% |
| All | +19.0% | -99.2% | +118.2% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling