+4,476.1%
STRL vs FCUV
-97.7%
+4,573.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.9% |
| 7D | +7.1% | -4.7% | +11.8% | +7.2% |
| 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% | -65.9% |
| YTD | -0.8% | -90.6% | +89.8% | -2.3% |
| 1Y | -20.3% | -97.9% | +77.6% | -20.9% |
| 3Y | +356.5% | -99.5% | +456.0% | +351.3% |
| 5Y | +952.8% | -99.9% | +1,052.7% | +943.5% |
| 10Y | +3,877.1% | -99.2% | +3,976.3% | +3,698.2% |
| All | +4,476.1% | -97.7% | +4,573.8% | +4,125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling