-38.6%
FICO vs SN
+46.4%
-85.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.6% |
| 7D | -19.2% | -9.3% | -9.9% | -18.5% |
| 30D | -14.6% | -4.8% | -9.8% | -14.1% |
| 3M | -20.1% | +40.4% | -60.5% | -20.9% |
| 6M | -36.3% | +50.9% | -87.3% | -37.0% |
| YTD | -44.9% | +54.9% | -99.8% | -45.5% |
| 1Y | -38.6% | +43.0% | -81.7% | -37.7% |
| All | -38.6% | +46.4% | -85.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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