+5.3%
SRE vs FCUV
-81.1%
+86.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.0% | -0.7% |
| 7D | -0.3% | +62.8% | -63.2% | -0.2% |
| 30D | -0.7% | +66.5% | -67.2% | -0.6% |
| 3M | -6.3% | +459.9% | -466.3% | -5.2% |
| 6M | -10.7% | -12.4% | +1.7% | -9.9% |
| YTD | -3.5% | -47.5% | +44.1% | -2.2% |
| 1Y | +5.3% | -80.5% | +85.8% | +9.3% |
| All | +5.3% | -81.1% | +86.4% | +9.3% |
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