+2.2%
SPGI vs FCUV
-99.9%
+102.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.5% | -2.5% |
| 7D | -3.1% | -63.8% | +60.7% | -2.8% |
| 30D | +2.0% | -14.7% | +16.7% | +2.0% |
| 3M | +4.3% | +65.3% | -61.0% | +2.8% |
| 6M | -0.2% | -68.5% | +68.3% | +0.3% |
| YTD | -14.8% | -83.0% | +68.2% | -13.5% |
| 1Y | -18.5% | -94.4% | +75.9% | -16.1% |
| 3Y | +16.0% | -99.3% | +115.2% | +22.9% |
| 5Y | +2.2% | -99.9% | +102.1% | +12.2% |
| All | +2.2% | -99.9% | +102.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling