-59.5%
FICO vs S
+38.7%
-98.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +4.0% | +1.2% | +2.7% | +3.5% |
| 30D | -1.5% | -7.3% | +5.8% | -0.3% |
| 3M | -29.8% | +5.9% | -35.7% | -32.6% |
| 6M | -33.3% | +45.6% | -78.9% | -44.4% |
| YTD | -56.9% | +58.5% | -115.4% | -67.1% |
| 1Y | -59.5% | +37.6% | -97.1% | -69.1% |
| All | -59.5% | +38.7% | -98.1% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling