-23.8%
FICO vs SFM
+24.6%
-48.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.1% | +1.4% |
| 7D | -0.3% | +7.5% | -7.8% | -1.1% |
| 30D | +1.7% | -20.8% | +22.5% | +3.8% |
| 3M | -35.2% | -39.4% | +4.2% | -31.8% |
| 6M | -33.7% | -34.5% | +0.8% | -31.5% |
| YTD | -58.2% | -35.2% | -22.9% | -56.8% |
| 1Y | -56.6% | -35.3% | -21.3% | -55.3% |
| All | -23.8% | +24.6% | -48.3% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling