+101.7%
FICO vs SAN
+381.6%
-279.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.5% |
| 7D | -19.2% | +1.8% | -21.0% | -19.5% |
| 30D | -14.6% | +2.0% | -16.6% | -14.9% |
| 3M | -20.1% | +19.7% | -39.8% | -23.7% |
| 6M | -36.3% | +30.6% | -67.0% | -40.7% |
| YTD | -44.9% | +28.8% | -73.7% | -48.5% |
| 1Y | -38.6% | +57.8% | -96.4% | -45.8% |
| 3Y | +4.0% | +338.1% | -334.1% | -31.5% |
| All | +101.7% | +381.6% | -279.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling