+4.4%
FICO vs SN
+389.7%
-385.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.5% |
| 7D | -19.2% | -9.3% | -9.9% | -17.7% |
| 30D | -14.6% | -4.8% | -9.8% | -13.8% |
| 3M | -20.1% | +40.4% | -60.5% | -24.8% |
| 6M | -36.3% | +50.9% | -87.3% | -41.1% |
| YTD | -44.9% | +54.9% | -99.8% | -49.4% |
| 1Y | -38.6% | +43.0% | -81.7% | -43.0% |
| All | +4.4% | +389.7% | -385.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling