+76.9%
FICO vs SAN
+267.8%
-190.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -0.9% | +4.9% | -5.9% | -2.0% |
| 30D | +3.3% | -13.0% | +16.3% | +6.3% |
| 3M | -31.7% | -18.9% | -12.9% | -28.8% |
| 6M | -34.0% | -4.1% | -29.8% | -34.1% |
| YTD | -58.3% | +2.6% | -60.9% | -59.3% |
| 1Y | -57.9% | +16.9% | -74.9% | -60.2% |
| 3Y | -24.1% | +239.1% | -263.1% | -47.0% |
| All | +76.9% | +267.8% | -190.9% | +20.7% |
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