-59.7%
FICO vs SAN
+13.0%
-72.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.3% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | -0.8% | -9.4% | +8.6% | 0.0% |
| 3M | -31.3% | -17.1% | -14.2% | -30.3% |
| 6M | -33.9% | +2.2% | -36.1% | -35.1% |
| YTD | -57.6% | +6.0% | -63.6% | -58.0% |
| 1Y | -59.7% | +12.7% | -72.4% | -61.1% |
| All | -59.7% | +13.0% | -72.7% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling