+15.0%
SW vs FCUV
-40.0%
+54.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -1.6% |
| 7D | +4.7% | -14.0% | +18.6% | +4.6% |
| 30D | +5.0% | -31.2% | +36.2% | +4.8% |
| 3M | -7.3% | -71.3% | +64.0% | -7.5% |
| 6M | +15.0% | -36.9% | +51.8% | +22.0% |
| All | +15.0% | -40.0% | +54.9% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling