+14.8%
SPYM vs FCUV
-98.1%
+112.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.5% | +9.2% | +1.7% |
| 7D | -0.7% | -8.6% | +7.9% | -0.7% |
| 30D | -1.1% | -25.9% | +24.9% | -1.0% |
| 3M | -0.3% | -69.8% | +69.5% | -0.3% |
| 6M | +7.3% | -31.6% | +39.0% | +7.3% |
| YTD | +13.4% | -90.1% | +103.5% | +14.4% |
| 1Y | +14.8% | -98.0% | +112.8% | +17.6% |
| All | +14.8% | -98.1% | +112.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling