+478.0%
SPGI vs FCUV
-87.2%
+565.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.5% |
| 7D | +0.1% | +62.8% | -62.7% | +0.1% |
| 30D | +8.4% | +66.5% | -58.1% | +8.3% |
| 3M | +11.8% | +459.9% | -448.1% | +10.9% |
| 6M | +5.7% | -12.4% | +18.1% | +5.1% |
| YTD | -9.7% | -47.5% | +37.9% | -10.1% |
| 1Y | -12.5% | -80.5% | +68.0% | -12.7% |
| 3Y | +21.8% | -97.6% | +119.5% | +21.4% |
| 5Y | +8.2% | -99.5% | +107.7% | +8.0% |
| 10Y | +309.5% | -95.8% | +405.3% | +310.9% |
| All | +478.0% | -87.2% | +565.3% | +491.8% |
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