+3,667.9%
STRL vs FCUV
-98.2%
+3,766.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +136.0% | -139.1% | -3.7% |
| 7D | +15.7% | +148.8% | -133.1% | +14.8% |
| 30D | -35.5% | +95.0% | -130.5% | -35.8% |
| 3M | -47.1% | +27.8% | -74.9% | -47.5% |
| 6M | -65.8% | +121.0% | -186.7% | -66.8% |
| YTD | -4.5% | -78.1% | +73.6% | -6.6% |
| 1Y | -10.5% | -94.3% | +83.8% | -11.8% |
| 3Y | +340.6% | -98.9% | +439.5% | +332.8% |
| 5Y | +911.0% | -99.7% | +1,010.7% | +895.1% |
| All | +3,667.9% | -98.2% | +3,766.1% | +3,205.6% |
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