+43.3%
FICO vs S
-51.7%
+95.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.7% |
| 30D | +0.1% | -2.7% | +2.8% | -0.1% |
| 3M | -35.2% | -6.9% | -28.3% | -35.3% |
| 6M | -32.4% | +38.1% | -70.4% | -38.5% |
| YTD | -57.4% | +48.0% | -105.4% | -61.9% |
| 1Y | -58.5% | +34.5% | -93.0% | -62.4% |
| 3Y | -28.9% | +38.3% | -67.2% | -37.8% |
| 5Y | +91.7% | -70.9% | +162.6% | +89.9% |
| All | +43.3% | -51.7% | +95.0% | +35.6% |
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