-57.9%
FICO vs S
+31.6%
-89.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -0.9% | -13.4% | +12.5% | +2.1% |
| 30D | +3.3% | -14.0% | +17.3% | +6.1% |
| 3M | -31.7% | +4.9% | -36.6% | -35.2% |
| 6M | -34.0% | +42.0% | -76.0% | -45.6% |
| YTD | -58.3% | +45.1% | -103.5% | -67.6% |
| 1Y | -57.9% | +33.1% | -91.0% | -67.0% |
| All | -57.9% | +31.6% | -89.6% | -67.0% |
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