+101.7%
FICO vs SFM
+230.0%
-128.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.9% | -19.6% | -17.1% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -14.6% | -4.4% | -10.2% | -14.2% |
| 3M | -20.1% | +1.5% | -21.6% | -21.0% |
| 6M | -36.3% | +6.5% | -42.8% | -37.8% |
| YTD | -44.9% | +2.2% | -47.0% | -45.8% |
| 1Y | -38.6% | -41.9% | +3.3% | -32.9% |
| 3Y | +4.0% | +106.8% | -102.8% | -9.9% |
| All | +101.7% | +230.0% | -128.3% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling