+13.7%
SPGI vs FCUV
-99.7%
+113.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +136.0% | -134.9% | +0.5% |
| 7D | +1.2% | +148.8% | -147.5% | +0.6% |
| 30D | +15.9% | +95.0% | -79.1% | +15.3% |
| 3M | +12.3% | +27.8% | -15.5% | +11.7% |
| 6M | +23.7% | +121.0% | -97.3% | +21.1% |
| YTD | -3.5% | -78.1% | +74.6% | -2.4% |
| 1Y | +0.4% | -94.3% | +94.7% | +4.2% |
| 3Y | +29.9% | -98.9% | +128.8% | +37.6% |
| All | +13.7% | -99.7% | +113.4% | +29.9% |
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