-58.4%
FICO vs SM
+64.7%
-123.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.8% |
| 7D | +0.9% | -19.5% | +20.4% | +3.0% |
| 30D | +9.4% | -20.2% | +29.7% | +11.7% |
| 3M | -30.4% | -6.5% | -23.9% | -29.8% |
| 6M | -35.1% | +1.6% | -36.7% | -35.4% |
| YTD | -56.8% | +61.2% | -118.0% | -58.5% |
| 1Y | -58.4% | +65.4% | -123.8% | -60.2% |
| All | -58.4% | +64.7% | -123.1% | -60.2% |
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