+1,268.0%
FICO vs SFM
+47.4%
+1,220.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.1% | +1.6% |
| 7D | -0.3% | +7.5% | -7.8% | -1.3% |
| 30D | +1.7% | -20.8% | +22.5% | +4.2% |
| 3M | -35.2% | -39.4% | +4.2% | -31.4% |
| 6M | -33.7% | -34.5% | +0.8% | -30.9% |
| YTD | -58.2% | -35.2% | -22.9% | -56.6% |
| 1Y | -56.6% | -35.3% | -21.3% | -55.0% |
| 3Y | -24.0% | +23.9% | -47.9% | -28.6% |
| 5Y | +86.1% | +113.8% | -27.8% | +59.8% |
| 10Y | +522.8% | +152.0% | +370.9% | +403.9% |
| All | +1,268.0% | +47.4% | +1,220.6% | +1,083.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling