+21.1%
STM vs FCUV
-99.2%
+120.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | -0.5% |
| 7D | +5.2% | -47.9% | +53.1% | +5.2% |
| 30D | -7.4% | +13.7% | -21.0% | -7.3% |
| 3M | -30.6% | +97.0% | -127.6% | -30.5% |
| 6M | +66.4% | -66.1% | +132.5% | +70.1% |
| YTD | +101.1% | -81.8% | +182.9% | +108.0% |
| 1Y | +97.4% | -93.3% | +190.7% | +107.4% |
| 3Y | +21.1% | -99.2% | +120.4% | +30.5% |
| All | +21.1% | -99.2% | +120.3% | +30.5% |
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