+499.7%
FICO vs SM
+8.2%
+491.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -0.9% | -25.9% | +25.0% | +2.2% |
| 30D | +3.3% | -15.1% | +18.5% | +5.0% |
| 3M | -31.7% | +4.9% | -36.6% | -32.3% |
| 6M | -34.0% | +6.1% | -40.1% | -34.9% |
| YTD | -58.3% | +63.4% | -121.8% | -61.0% |
| 1Y | -57.9% | +72.5% | -130.4% | -60.9% |
| 3Y | -24.1% | -16.9% | -7.2% | -25.4% |
| 5Y | +85.3% | -10.6% | +96.0% | +75.6% |
| All | +499.7% | +8.2% | +491.5% | +279.1% |
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 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