-23.8%
FICO vs SM
-20.8%
-2.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.4% |
| 7D | -0.3% | -25.1% | +24.9% | +2.7% |
| 30D | +1.7% | -15.6% | +17.3% | +3.3% |
| 3M | -35.2% | +2.7% | -37.9% | -35.4% |
| 6M | -33.7% | -3.8% | -29.8% | -33.8% |
| YTD | -58.2% | +61.8% | -120.0% | -60.7% |
| 1Y | -56.6% | +71.4% | -127.9% | -59.5% |
| All | -23.8% | -20.8% | -2.9% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling