+45.4%
FICO vs S
-49.1%
+94.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +9.4% | -10.8% | +20.3% | +11.3% |
| 3M | -30.4% | +5.4% | -35.8% | -32.4% |
| 6M | -35.1% | +41.2% | -76.3% | -41.2% |
| YTD | -56.8% | +56.2% | -113.0% | -61.8% |
| 1Y | -58.4% | +36.3% | -94.7% | -62.4% |
| 3Y | -26.7% | +49.4% | -76.1% | -36.9% |
| 5Y | +88.0% | -66.9% | +154.9% | +82.4% |
| All | +45.4% | -49.1% | +94.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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