+531.6%
FICO vs SM
+4.9%
+526.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.0% |
| 7D | -0.1% | -22.3% | +22.2% | +2.6% |
| 30D | +8.4% | -21.4% | +29.8% | +11.1% |
| 3M | -30.5% | +1.4% | -31.9% | -30.8% |
| 6M | -35.7% | +0.1% | -35.8% | -36.2% |
| YTD | -57.2% | +59.0% | -116.1% | -59.8% |
| 1Y | -58.4% | +64.3% | -122.7% | -61.2% |
| 3Y | -24.8% | -13.1% | -11.7% | -26.5% |
| 5Y | +79.3% | -13.9% | +93.1% | +70.6% |
| 10Y | +531.6% | +1.7% | +530.0% | +299.5% |
| All | +531.6% | +4.9% | +526.7% | +299.5% |
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