+7,301.3%
STRL vs FCUV
-98.6%
+7,400.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.4% |
| 7D | +8.2% | -63.8% | +72.0% | +8.5% |
| 30D | -6.3% | -14.7% | +8.4% | -6.6% |
| 3M | -41.2% | +65.3% | -106.5% | -42.8% |
| 6M | +20.4% | -68.5% | +88.9% | +17.9% |
| YTD | +61.7% | -83.0% | +144.7% | +58.8% |
| 1Y | +72.7% | -94.4% | +167.1% | +70.6% |
| 3Y | +530.9% | -99.3% | +630.2% | +522.3% |
| 5Y | +2,125.4% | -99.9% | +2,225.3% | +2,099.6% |
| 10Y | +7,301.3% | -98.6% | +7,400.0% | +6,422.3% |
| All | +7,301.3% | -98.6% | +7,400.0% | +6,422.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling