+61.0%
STRL vs FCUV
-94.3%
+155.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | +5.4% | -72.0% | +77.4% | +5.7% |
| 30D | -9.0% | -8.0% | -1.0% | -9.3% |
| 3M | -37.1% | +66.3% | -103.3% | -38.0% |
| 6M | +17.8% | -75.3% | +93.1% | +22.9% |
| YTD | +58.3% | -83.0% | +141.3% | +67.8% |
| 1Y | +61.0% | -94.7% | +155.7% | +95.1% |
| All | +61.0% | -94.3% | +155.3% | +95.1% |
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