+225.9%
SW vs FCUV
-97.6%
+323.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.5% | +11.6% | +4.1% |
| 7D | +12.1% | -8.6% | +20.6% | +12.0% |
| 30D | +6.6% | -25.9% | +32.5% | +6.5% |
| 3M | -6.0% | -69.8% | +63.8% | -6.0% |
| 6M | +21.5% | -31.6% | +53.1% | +22.0% |
| YTD | +20.3% | -90.1% | +110.5% | +21.0% |
| 1Y | +28.1% | -98.0% | +126.1% | +28.9% |
| 3Y | +51.6% | -99.5% | +151.1% | +52.5% |
| 5Y | -0.1% | -99.8% | +99.7% | +0.5% |
| 10Y | +189.7% | -99.2% | +288.9% | +193.3% |
| All | +225.9% | -97.6% | +323.5% | +232.6% |
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 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