+499.7%
FICO vs SFM
+138.2%
+361.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | +3.3% | -24.8% | +28.1% | +6.6% |
| 3M | -31.7% | -43.7% | +12.0% | -26.9% |
| 6M | -34.0% | -37.3% | +3.3% | -30.9% |
| YTD | -58.3% | -38.4% | -20.0% | -56.5% |
| 1Y | -57.9% | -36.9% | -21.0% | -56.2% |
| 3Y | -24.1% | +20.7% | -44.7% | -28.5% |
| 5Y | +85.3% | +103.5% | -18.2% | +59.6% |
| All | +499.7% | +138.2% | +361.4% | +382.6% |
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