+19.6%
SW vs FCUV
-97.6%
+117.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +1.2% |
| 7D | -5.1% | +62.8% | -67.9% | -4.9% |
| 30D | -4.6% | +66.5% | -71.1% | -4.2% |
| 3M | +9.4% | +459.9% | -450.6% | +12.1% |
| 6M | +3.5% | -12.4% | +15.9% | +6.8% |
| YTD | +22.0% | -47.5% | +69.6% | +26.0% |
| 1Y | +2.2% | -80.5% | +82.7% | +5.5% |
| All | +19.6% | -97.6% | +117.2% | +17.1% |
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