+78,963.7%
FICO vs SAN
+1,705.1%
+77,258.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.3% | +3.5% | -3.7% | -1.4% |
| 30D | +1.7% | -13.2% | +14.9% | +5.9% |
| 3M | -35.2% | -16.9% | -18.2% | -31.8% |
| 6M | -33.7% | +2.3% | -36.0% | -35.0% |
| YTD | -58.2% | +4.9% | -63.1% | -59.6% |
| 1Y | -56.6% | +20.4% | -77.0% | -59.9% |
| 3Y | -24.0% | +243.2% | -267.2% | -50.3% |
| 5Y | +86.1% | +275.3% | -189.2% | +14.8% |
| 10Y | +522.8% | +254.0% | +268.8% | +266.5% |
| All | +78,963.7% | +1,705.1% | +77,258.6% | +31,423.5% |
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