+249.4%
SYK vs FCUV
-95.9%
+345.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -12.3% | -72.0% | +59.6% | -12.5% |
| 30D | -22.4% | -8.0% | -14.4% | -22.4% |
| 3M | -12.3% | +66.3% | -78.6% | -11.4% |
| 6M | -24.3% | -75.3% | +51.0% | -23.4% |
| YTD | -22.8% | -83.0% | +60.2% | -21.8% |
| 1Y | -28.8% | -94.7% | +65.9% | -27.8% |
| 3Y | -4.0% | -99.3% | +95.3% | -2.8% |
| 5Y | +3.8% | -99.9% | +103.7% | +5.2% |
| 10Y | +172.8% | -98.6% | +271.4% | +179.5% |
| All | +249.4% | -95.9% | +345.3% | +260.7% |
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