+86.1%
FICO vs SM
-8.9%
+94.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.5% |
| 7D | -0.3% | -25.1% | +24.9% | +3.3% |
| 30D | +1.7% | -15.6% | +17.3% | +3.7% |
| 3M | -35.2% | +2.7% | -37.9% | -35.6% |
| 6M | -33.7% | -3.8% | -29.8% | -33.9% |
| YTD | -58.2% | +61.8% | -120.0% | -61.4% |
| 1Y | -56.6% | +71.4% | -127.9% | -60.3% |
| 3Y | -24.0% | -20.7% | -3.3% | -25.6% |
| 5Y | +86.1% | -11.5% | +97.6% | +75.4% |
| All | +86.1% | -8.9% | +94.9% | +75.4% |
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