+7,226.7%
STRL vs FCUV
-87.2%
+7,313.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -13.7% | +19.4% | +5.8% |
| 7D | +3.4% | +62.8% | -59.4% | +3.0% |
| 30D | -9.2% | +66.5% | -75.7% | -9.7% |
| 3M | -51.0% | +459.9% | -511.0% | -52.6% |
| 6M | +15.8% | -12.4% | +28.1% | +12.9% |
| YTD | +58.9% | -47.5% | +106.4% | +55.3% |
| 1Y | +68.5% | -80.5% | +149.0% | +65.6% |
| 3Y | +485.2% | -97.6% | +582.9% | +474.7% |
| 5Y | +2,005.1% | -99.5% | +2,104.6% | +1,973.2% |
| 10Y | +7,118.0% | -95.8% | +7,213.7% | +6,745.5% |
| All | +7,226.7% | -87.2% | +7,313.9% | +6,618.5% |
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