+51.0%
SWKS vs FCUV
-99.3%
+150.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +2.7% |
| 7D | +10.9% | +2.4% | +8.5% | +10.9% |
| 30D | +17.6% | -25.9% | +43.5% | +17.6% |
| 3M | +29.2% | -44.8% | +74.0% | +29.2% |
| 6M | +37.0% | -3.5% | +40.4% | +35.8% |
| YTD | +44.9% | -90.7% | +135.7% | +44.4% |
| 1Y | +33.8% | -97.9% | +131.7% | +33.9% |
| 3Y | +10.2% | -99.5% | +109.8% | +10.0% |
| 5Y | -37.0% | -99.9% | +62.9% | -37.0% |
| All | +51.0% | -99.3% | +150.2% | +51.1% |
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 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