+156.0%
STT vs FCUV
-99.9%
+255.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.4% | -72.0% | +70.6% | -0.7% |
| 30D | +2.2% | -8.0% | +10.2% | +1.9% |
| 3M | +18.8% | +66.3% | -47.4% | +15.1% |
| 6M | +57.9% | -75.3% | +133.2% | +57.7% |
| YTD | +51.0% | -83.0% | +134.0% | +51.5% |
| 1Y | +77.1% | -94.7% | +171.8% | +81.6% |
| 3Y | +199.8% | -99.3% | +299.1% | +219.4% |
| 5Y | +156.0% | -99.9% | +255.8% | +193.9% |
| All | +156.0% | -99.9% | +255.8% | +193.9% |
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