+45.5%
SRE vs FCUV
-99.8%
+145.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.8% |
| 7D | -0.8% | -66.5% | +65.6% | -0.8% |
| 30D | -3.0% | +5.0% | -8.0% | -3.1% |
| 3M | -8.3% | +63.8% | -72.1% | -8.5% |
| 6M | -8.9% | -67.8% | +58.9% | -8.2% |
| YTD | -4.3% | -82.4% | +78.1% | -3.1% |
| 1Y | +2.7% | -94.7% | +97.5% | +5.2% |
| 3Y | +28.7% | -99.3% | +127.9% | +32.1% |
| All | +45.5% | -99.8% | +145.3% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling