-20.3%
STRL vs FCUV
-98.0%
+77.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.9% |
| 7D | +7.1% | -4.7% | +11.8% | +7.1% |
| 30D | -39.4% | -23.2% | -16.2% | -39.3% |
| 3M | -43.0% | -49.2% | +6.2% | -43.0% |
| 6M | -65.0% | -9.2% | -55.8% | -65.3% |
| YTD | -0.8% | -90.6% | +89.8% | -0.2% |
| 1Y | -20.3% | -97.9% | +77.6% | -20.9% |
| All | -20.3% | -98.0% | +77.7% | -20.9% |
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