+740.9%
STLD vs FCUV
-98.2%
+839.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +136.0% | -139.2% | -3.4% |
| 7D | +2.9% | +148.8% | -145.8% | +2.7% |
| 30D | -5.6% | +95.0% | -100.6% | -5.7% |
| 3M | -11.7% | +27.8% | -39.5% | -11.9% |
| 6M | -2.8% | +121.0% | -123.7% | -3.6% |
| YTD | +36.4% | -78.1% | +114.6% | +35.8% |
| 1Y | +50.0% | -94.3% | +144.3% | +49.7% |
| 3Y | +122.3% | -98.9% | +221.2% | +121.6% |
| 5Y | +273.2% | -99.7% | +372.9% | +272.7% |
| All | +740.9% | -98.2% | +839.1% | +693.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling