+692.0%
STM vs FCUV
-97.7%
+789.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.5% |
| 7D | +1.4% | -4.7% | +6.1% | +1.4% |
| 30D | -8.4% | -23.2% | +14.8% | -8.4% |
| 3M | -15.8% | -49.2% | +33.4% | -15.8% |
| 6M | -22.8% | -9.2% | -13.6% | -22.9% |
| YTD | +79.4% | -90.6% | +169.9% | +79.7% |
| 1Y | +97.0% | -97.9% | +194.9% | +97.9% |
| 3Y | +14.2% | -99.5% | +113.7% | +14.6% |
| 5Y | -4.5% | -99.9% | +95.4% | -4.0% |
| 10Y | +463.1% | -99.2% | +562.3% | +479.2% |
| All | +692.0% | -97.7% | +789.7% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling