-24.1%
FICO vs S
+34.5%
-58.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -0.9% | -13.4% | +12.5% | +2.2% |
| 30D | +3.3% | -14.0% | +17.3% | +6.1% |
| 3M | -31.7% | +4.9% | -36.6% | -34.3% |
| 6M | -34.0% | +42.0% | -76.0% | -42.1% |
| YTD | -58.3% | +45.1% | -103.5% | -64.0% |
| 1Y | -57.9% | +33.1% | -91.0% | -63.1% |
| 3Y | -24.1% | +40.6% | -64.7% | -27.5% |
| All | -24.1% | +34.5% | -58.5% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling