+104,095.6%
FICO vs SAN
+2,116.5%
+101,979.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.4% |
| 7D | -19.2% | +1.8% | -21.0% | -19.6% |
| 30D | -14.6% | +2.0% | -16.6% | -15.1% |
| 3M | -20.1% | +19.7% | -39.8% | -24.9% |
| 6M | -36.3% | +30.6% | -67.0% | -42.0% |
| YTD | -44.9% | +28.8% | -73.7% | -49.8% |
| 1Y | -38.6% | +57.8% | -96.4% | -47.7% |
| 3Y | +4.0% | +338.1% | -334.1% | -36.7% |
| 5Y | +99.5% | +384.2% | -284.7% | +14.2% |
| 10Y | +604.7% | +353.1% | +251.5% | +286.0% |
| All | +104,095.6% | +2,116.5% | +101,979.1% | +39,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling