+272.6%
STLD vs FCUV
-99.9%
+372.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | -9.7% | -15.4% | +5.7% | -9.6% |
| 30D | -4.5% | -32.9% | +28.3% | -4.4% |
| 3M | -13.1% | -46.2% | +33.1% | -13.0% |
| 6M | -2.8% | -30.0% | +27.2% | -3.7% |
| YTD | +35.3% | -91.4% | +126.7% | +37.6% |
| 1Y | +51.4% | -98.1% | +149.4% | +58.3% |
| 3Y | +117.9% | -99.6% | +217.5% | +136.5% |
| 5Y | +272.6% | -99.9% | +372.5% | +320.8% |
| All | +272.6% | -99.9% | +372.5% | +320.8% |
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