+184.4%
SW vs FCUV
-99.3%
+283.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | +0.4% |
| 7D | +2.2% | -15.3% | +17.5% | +2.2% |
| 30D | +7.4% | -29.7% | +37.2% | +7.4% |
| 3M | -5.9% | -54.5% | +48.6% | -5.9% |
| 6M | +9.0% | -26.7% | +35.7% | +9.2% |
| YTD | +18.1% | -91.0% | +109.1% | +18.7% |
| 1Y | +28.7% | -98.0% | +126.7% | +29.5% |
| 3Y | +48.8% | -99.5% | +148.3% | +49.6% |
| 5Y | +2.5% | -99.9% | +102.3% | +3.1% |
| 10Y | +184.4% | -99.3% | +283.7% | +171.6% |
| All | +184.4% | -99.3% | +283.7% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling