+54,730.2%
FICO vs SM
+1,608.3%
+53,121.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.3% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | +26.3% | -40.9% | -17.3% |
| 3M | -20.1% | +8.7% | -28.8% | -21.4% |
| 6M | -36.3% | +51.7% | -88.0% | -40.5% |
| YTD | -44.9% | +99.0% | -143.9% | -50.5% |
| 1Y | -38.6% | +34.6% | -73.2% | -42.1% |
| 3Y | +4.0% | -7.8% | +11.7% | +0.4% |
| 5Y | +99.5% | +104.8% | -5.2% | +65.8% |
| 10Y | +604.7% | +7.2% | +597.4% | +359.5% |
| All | +54,730.2% | +1,608.3% | +53,121.9% | +23,762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling