+157.1%
SPMO vs FCUV
-99.2%
+256.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -0.9% | -66.5% | +65.5% | -0.8% |
| 30D | -1.9% | +5.0% | -6.9% | -2.0% |
| 3M | -1.4% | +63.8% | -65.1% | -2.0% |
| 6M | +25.5% | -67.8% | +93.3% | +26.3% |
| YTD | +24.8% | -82.4% | +107.2% | +26.3% |
| 1Y | +24.5% | -94.7% | +119.2% | +27.4% |
| 3Y | +157.1% | -99.3% | +256.4% | +165.7% |
| All | +157.1% | -99.2% | +256.4% | +165.7% |
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