+563.4%
SPMO vs FCUV
-99.3%
+662.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.1% | -72.0% | +72.0% | +0.2% |
| 30D | -0.7% | -8.0% | +7.3% | -0.8% |
| 3M | +2.8% | +66.3% | -63.4% | +2.2% |
| 6M | +24.4% | -75.3% | +99.7% | +24.0% |
| YTD | +24.2% | -83.0% | +107.1% | +23.8% |
| 1Y | +24.5% | -94.7% | +119.1% | +24.3% |
| 3Y | +155.6% | -99.3% | +254.8% | +155.1% |
| 5Y | +148.2% | -99.9% | +248.0% | +147.9% |
| 10Y | +514.8% | -98.6% | +613.4% | +509.8% |
| All | +563.4% | -99.3% | +662.7% | +549.2% |
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 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