+195.6%
STT vs FCUV
-99.2%
+294.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | 0.0% |
| 7D | +1.0% | -63.8% | +64.7% | +1.2% |
| 30D | +2.8% | -14.7% | +17.5% | +2.7% |
| 3M | +18.1% | +65.3% | -47.2% | +16.1% |
| 6M | +59.2% | -68.5% | +127.7% | +58.5% |
| YTD | +51.5% | -83.0% | +134.5% | +51.8% |
| 1Y | +75.7% | -94.4% | +170.1% | +78.0% |
| All | +195.6% | -99.2% | +294.8% | +204.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling