+602.8%
FICO vs SM
+6.6%
+596.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.4% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | +26.3% | -40.9% | -16.8% |
| 3M | -20.1% | +8.7% | -28.8% | -21.1% |
| 6M | -36.3% | +51.7% | -88.0% | -39.6% |
| YTD | -44.9% | +99.0% | -143.9% | -49.4% |
| 1Y | -38.6% | +34.6% | -73.2% | -41.4% |
| 3Y | +4.0% | -7.8% | +11.7% | +1.1% |
| 5Y | +99.5% | +104.8% | -5.2% | +73.2% |
| All | +602.8% | +6.6% | +596.2% | +343.5% |
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