-33.0%
FICO vs SN
+34.9%
-68.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.9% |
| 7D | +0.4% | +10.6% | -10.2% | -4.0% |
| 30D | +1.7% | +20.0% | -18.4% | -6.2% |
| 3M | -33.0% | +30.4% | -63.4% | -40.2% |
| All | -33.0% | +34.9% | -68.0% | -40.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling