+538.9%
FICO vs SM
+18.2%
+520.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.7% | -2.1% |
| 7D | +1.4% | +10.6% | -9.2% | +0.2% |
| 30D | -0.8% | -15.0% | +14.2% | +0.7% |
| 3M | -31.3% | +1.7% | -33.0% | -31.6% |
| 6M | -33.9% | +5.9% | -39.8% | -34.9% |
| YTD | -57.6% | +79.0% | -136.6% | -60.7% |
| 1Y | -59.7% | +84.7% | -144.3% | -62.8% |
| 3Y | -28.0% | -3.5% | -24.6% | -30.5% |
| 5Y | +91.0% | +4.9% | +86.0% | +77.8% |
| All | +538.9% | +18.2% | +520.7% | +300.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling