-58.5%
FICO vs S
+30.9%
-89.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.5% |
| 3M | -35.2% | -6.9% | -28.3% | -35.4% |
| 6M | -32.4% | +38.1% | -70.4% | -43.1% |
| YTD | -57.4% | +48.0% | -105.4% | -67.0% |
| 1Y | -58.5% | +34.5% | -93.0% | -68.0% |
| All | -58.5% | +30.9% | -89.4% | -68.0% |
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