+79.3%
FICO vs SAN
+294.6%
-215.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.4% |
| 7D | -0.1% | +8.7% | -8.8% | -1.9% |
| 30D | +8.4% | -6.5% | +14.9% | +9.8% |
| 3M | -30.5% | -14.2% | -16.3% | -28.4% |
| 6M | -35.7% | +2.7% | -38.4% | -36.7% |
| YTD | -57.2% | +8.9% | -66.1% | -58.7% |
| 1Y | -58.4% | +23.4% | -81.8% | -61.1% |
| 3Y | -24.8% | +257.9% | -282.8% | -48.1% |
| 5Y | +79.3% | +297.8% | -218.5% | +19.3% |
| All | +79.3% | +294.6% | -215.3% | +19.3% |
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