+76.9%
FICO vs SM
-11.5%
+88.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -0.9% | -25.9% | +25.0% | +2.7% |
| 30D | +3.3% | -15.1% | +18.5% | +5.3% |
| 3M | -31.7% | +4.9% | -36.6% | -32.3% |
| 6M | -34.0% | +6.1% | -40.1% | -35.1% |
| YTD | -58.3% | +63.4% | -121.8% | -61.6% |
| 1Y | -57.9% | +72.5% | -130.4% | -61.6% |
| 3Y | -24.1% | -16.9% | -7.2% | -26.2% |
| All | +76.9% | -11.5% | +88.5% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling