+510.6%
SPGI vs FCUV
-97.7%
+608.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.4% |
| 7D | -0.8% | +2.4% | -3.2% | -0.8% |
| 30D | +14.3% | -25.9% | +40.2% | +14.3% |
| 3M | +14.5% | -44.8% | +59.3% | +14.5% |
| 6M | +17.3% | -3.5% | +20.8% | +16.5% |
| YTD | -4.6% | -90.7% | +86.2% | -4.8% |
| 1Y | +0.8% | -97.9% | +98.6% | +0.8% |
| 3Y | +28.8% | -99.5% | +128.3% | +28.6% |
| 5Y | +14.0% | -99.9% | +113.8% | +14.0% |
| 10Y | +332.5% | -99.3% | +431.7% | +334.9% |
| All | +510.6% | -97.7% | +608.4% | +526.6% |
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