+68.5%
STRL vs FCUV
-81.1%
+149.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -13.7% | +19.4% | +5.8% |
| 7D | +3.4% | +62.8% | -59.4% | +3.1% |
| 30D | -9.2% | +66.5% | -75.7% | -9.6% |
| 3M | -51.0% | +459.9% | -511.0% | -52.1% |
| 6M | +15.8% | -12.4% | +28.1% | +18.8% |
| YTD | +58.9% | -47.5% | +106.4% | +68.1% |
| 1Y | +68.5% | -80.5% | +149.0% | +99.0% |
| All | +68.5% | -81.1% | +149.6% | +99.0% |
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