+2,115.4%
STX vs FCUV
-87.2%
+2,202.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -13.7% | +20.0% | +6.4% |
| 7D | +2.4% | +62.8% | -60.5% | +2.2% |
| 30D | +1.4% | +66.5% | -65.1% | +1.2% |
| 3M | -8.2% | +459.9% | -468.2% | -9.5% |
| 6M | +127.0% | -12.4% | +139.4% | +124.8% |
| YTD | +209.1% | -47.5% | +256.7% | +206.5% |
| 1Y | +365.4% | -80.5% | +445.9% | +362.5% |
| 3Y | +1,135.4% | -97.6% | +1,233.0% | +1,127.7% |
| 5Y | +991.5% | -99.5% | +1,091.0% | +985.8% |
| 10Y | +3,695.8% | -95.8% | +3,791.6% | +3,717.1% |
| All | +2,115.4% | -87.2% | +2,202.6% | +2,153.5% |
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