-23.8%
FICO vs SAN
+243.2%
-267.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.3% | +3.5% | -3.7% | -0.7% |
| 30D | +1.7% | -13.2% | +14.9% | +3.6% |
| 3M | -35.2% | -16.9% | -18.2% | -33.6% |
| 6M | -33.7% | +2.3% | -36.0% | -34.5% |
| YTD | -58.2% | +4.9% | -63.1% | -58.9% |
| 1Y | -56.6% | +20.4% | -77.0% | -58.4% |
| All | -23.8% | +243.2% | -267.0% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling