+541.4%
FICO vs SFM
+140.2%
+401.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +2.2% | +6.0% | -3.8% | +1.4% |
| 30D | +0.1% | -19.5% | +19.5% | +2.3% |
| 3M | -35.2% | -37.0% | +1.9% | -31.6% |
| 6M | -32.4% | -41.0% | +8.7% | -28.3% |
| YTD | -57.4% | -34.6% | -22.8% | -55.8% |
| 1Y | -58.5% | -36.3% | -22.3% | -56.9% |
| 3Y | -28.9% | +24.5% | -53.4% | -33.3% |
| 5Y | +91.7% | +115.9% | -24.2% | +63.7% |
| All | +541.4% | +140.2% | +401.2% | +421.1% |
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