+1,376.8%
STX vs FCUV
-99.2%
+1,476.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -2.0% |
| 7D | +9.6% | -63.8% | +73.3% | +9.7% |
| 30D | +10.6% | -14.7% | +25.3% | +10.2% |
| 3M | +4.8% | +65.3% | -60.5% | +2.3% |
| 6M | +137.3% | -68.5% | +205.7% | +138.9% |
| YTD | +222.5% | -83.0% | +305.5% | +229.2% |
| 1Y | +366.2% | -94.4% | +460.6% | +388.0% |
| All | +1,376.8% | -99.2% | +1,476.1% | +1,454.8% |
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