-56.4%
FICO vs SM
+70.4%
-126.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.3% | +12.1% | -1.6% |
| 7D | +0.4% | -21.5% | +21.9% | +2.7% |
| 30D | +1.7% | -11.4% | +13.0% | +2.6% |
| 3M | -33.0% | +0.6% | -33.7% | -32.9% |
| 6M | -33.9% | +0.2% | -34.1% | -34.2% |
| YTD | -58.5% | +69.7% | -128.2% | -60.2% |
| 1Y | -56.4% | +71.6% | -127.9% | -58.1% |
| All | -56.4% | +70.4% | -126.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling