-23.8%
FICO vs S
+32.3%
-56.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.8% | +9.7% | +3.0% |
| 7D | -0.3% | -16.7% | +16.4% | +3.8% |
| 30D | +1.7% | -17.0% | +18.7% | +5.4% |
| 3M | -35.2% | +2.0% | -37.2% | -37.2% |
| 6M | -33.7% | +35.1% | -68.7% | -41.1% |
| YTD | -58.2% | +42.8% | -101.0% | -63.7% |
| 1Y | -56.6% | +27.7% | -84.3% | -61.5% |
| All | -23.8% | +32.3% | -56.1% | -26.9% |
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