+98.8%
STM vs FCUV
-94.3%
+193.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -1.1% | -72.0% | +70.9% | -1.6% |
| 30D | -7.8% | -8.0% | +0.2% | -7.5% |
| 3M | -28.2% | +66.3% | -94.5% | -25.5% |
| 6M | +52.0% | -75.3% | +127.3% | +58.8% |
| YTD | +96.4% | -83.0% | +179.3% | +105.6% |
| 1Y | +98.8% | -94.7% | +193.5% | +114.4% |
| All | +98.8% | -94.3% | +193.1% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling