+602.8%
FICO vs SAN
+345.3%
+257.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.4% |
| 7D | -19.2% | +1.8% | -21.0% | -19.6% |
| 30D | -14.6% | +2.0% | -16.6% | -15.1% |
| 3M | -20.1% | +19.7% | -39.8% | -24.8% |
| 6M | -36.3% | +30.6% | -67.0% | -42.0% |
| YTD | -44.9% | +28.8% | -73.7% | -49.7% |
| 1Y | -38.6% | +57.8% | -96.4% | -47.8% |
| 3Y | +4.0% | +338.1% | -334.1% | -38.1% |
| 5Y | +99.5% | +384.2% | -284.7% | +10.7% |
| All | +602.8% | +345.3% | +257.5% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling