+85.5%
FICO vs S
-56.8%
+142.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.1% | -16.8% |
| 7D | -19.2% | -7.7% | -11.5% | -17.8% |
| 30D | -14.6% | -5.3% | -9.3% | -13.8% |
| 3M | -20.1% | +20.3% | -40.4% | -23.9% |
| 6M | -36.3% | +47.4% | -83.7% | -42.0% |
| YTD | -44.9% | +32.5% | -77.4% | -48.7% |
| 1Y | -38.6% | +9.5% | -48.2% | -41.0% |
| 3Y | +4.0% | +15.5% | -11.5% | -4.4% |
| 5Y | +99.5% | -71.2% | +170.7% | +101.0% |
| All | +85.5% | -56.8% | +142.2% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling