+799.8%
STLD vs FCUV
-99.2%
+899.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +1.2% |
| 7D | -0.5% | -4.7% | +4.2% | -0.5% |
| 30D | -0.1% | -23.2% | +23.1% | 0.0% |
| 3M | -9.2% | -49.2% | +40.0% | -9.1% |
| 6M | +1.8% | -9.2% | +11.0% | +1.1% |
| YTD | +42.1% | -90.6% | +132.7% | +41.7% |
| 1Y | +58.5% | -97.9% | +156.4% | +58.6% |
| 3Y | +128.2% | -99.5% | +227.7% | +128.0% |
| 5Y | +288.2% | -99.9% | +388.1% | +288.5% |
| 10Y | +799.8% | -99.2% | +899.0% | +751.2% |
| All | +799.8% | -99.2% | +899.0% | +751.2% |
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 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