+499.7%
FICO vs SAN
+236.7%
+262.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -0.9% | +4.9% | -5.9% | -2.4% |
| 30D | +3.3% | -13.0% | +16.3% | +7.4% |
| 3M | -31.7% | -18.9% | -12.9% | -27.7% |
| 6M | -34.0% | -4.1% | -29.8% | -34.0% |
| YTD | -58.3% | +2.6% | -60.9% | -59.6% |
| 1Y | -57.9% | +16.9% | -74.9% | -60.8% |
| 3Y | -24.1% | +239.1% | -263.1% | -51.3% |
| 5Y | +85.3% | +266.8% | -181.5% | +11.7% |
| All | +499.7% | +236.7% | +262.9% | +243.5% |
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