+143.4%
STLD vs FCUV
-99.2%
+242.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.5% | -0.7% |
| 7D | +2.7% | -47.9% | +50.6% | +2.7% |
| 30D | -8.4% | +13.7% | -22.1% | -8.4% |
| 3M | -9.9% | +97.0% | -106.9% | -9.7% |
| 6M | +33.0% | -66.1% | +99.1% | +33.9% |
| YTD | +42.6% | -81.8% | +124.3% | +43.9% |
| 1Y | +80.8% | -93.3% | +174.0% | +83.1% |
| 3Y | +143.4% | -99.2% | +242.6% | +143.5% |
| All | +143.4% | -99.2% | +242.6% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling