+253.7%
STT vs FCUV
-87.2%
+341.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.8% | +0.2% |
| 7D | +0.5% | +62.8% | -62.4% | +0.4% |
| 30D | +3.9% | +66.5% | -62.6% | +3.7% |
| 3M | +20.0% | +459.9% | -440.0% | +18.5% |
| 6M | +55.3% | -12.4% | +67.7% | +53.9% |
| YTD | +53.3% | -47.5% | +100.9% | +52.0% |
| 1Y | +74.7% | -80.5% | +155.2% | +73.5% |
| 3Y | +205.8% | -97.6% | +303.5% | +203.7% |
| 5Y | +145.0% | -99.5% | +244.5% | +143.6% |
| 10Y | +266.0% | -95.8% | +361.8% | +261.6% |
| All | +253.7% | -87.2% | +341.0% | +255.0% |
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