+531.6%
FICO vs SFM
+146.8%
+384.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -0.1% | -10.2% | +10.2% | +1.3% |
| 30D | +8.4% | -23.9% | +32.3% | +11.7% |
| 3M | -30.5% | -42.3% | +11.8% | -25.9% |
| 6M | -35.7% | -40.1% | +4.4% | -32.2% |
| YTD | -57.2% | -37.8% | -19.4% | -55.3% |
| 1Y | -58.4% | -37.1% | -21.3% | -56.7% |
| 3Y | -24.8% | +21.5% | -46.4% | -29.3% |
| 5Y | +79.3% | +103.8% | -24.5% | +54.5% |
| 10Y | +531.6% | +142.0% | +389.7% | +408.5% |
| All | +531.6% | +146.8% | +384.9% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling