+122.1%
SRE vs FCUV
-95.9%
+218.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | +1.5% | -63.8% | +65.2% | +1.4% |
| 30D | +0.8% | -14.7% | +15.5% | +0.8% |
| 3M | -5.8% | +65.3% | -71.1% | -5.6% |
| 6M | -7.8% | -68.5% | +60.7% | -7.6% |
| YTD | -2.4% | -83.0% | +80.7% | -2.2% |
| 1Y | +8.9% | -94.4% | +103.3% | +9.2% |
| 3Y | +31.1% | -99.3% | +130.3% | +31.4% |
| 5Y | +48.6% | -99.9% | +148.5% | +48.9% |
| 10Y | +126.1% | -98.6% | +224.8% | +130.4% |
| All | +122.1% | -95.9% | +218.0% | +128.0% |
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