+2,133.0%
STRL vs FCUV
-99.8%
+2,232.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -65.2% | +68.5% | +4.1% |
| 7D | +10.1% | -47.9% | +58.0% | +10.2% |
| 30D | -8.2% | +13.7% | -21.9% | -9.3% |
| 3M | -43.7% | +97.0% | -140.7% | -47.7% |
| 6M | +27.1% | -66.1% | +93.2% | +24.0% |
| YTD | +64.0% | -81.8% | +145.8% | +64.1% |
| 1Y | +75.2% | -93.3% | +168.4% | +82.4% |
| 3Y | +539.9% | -99.2% | +639.1% | +590.8% |
| 5Y | +2,133.0% | -99.9% | +2,232.8% | +2,423.5% |
| All | +2,133.0% | -99.8% | +2,232.8% | +2,423.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling