+541.4%
FICO vs SAN
+270.1%
+271.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.2% | +4.0% | -1.8% | +1.0% |
| 30D | +0.1% | -7.8% | +7.9% | +2.3% |
| 3M | -35.2% | -16.4% | -18.8% | -32.0% |
| 6M | -32.4% | +3.5% | -35.9% | -33.9% |
| YTD | -57.4% | +6.7% | -64.1% | -59.1% |
| 1Y | -58.5% | +14.5% | -73.0% | -61.1% |
| 3Y | -28.9% | +243.5% | -272.4% | -54.6% |
| 5Y | +91.7% | +296.2% | -204.5% | +12.5% |
| All | +541.4% | +270.1% | +271.3% | +256.6% |
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