-23.8%
FICO vs SN
+384.9%
-408.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -0.3% | +3.8% | -4.1% | -1.0% |
| 30D | +1.7% | +17.5% | -15.8% | -1.5% |
| 3M | -35.2% | +19.2% | -54.4% | -37.5% |
| 6M | -33.7% | +84.9% | -118.6% | -41.1% |
| YTD | -58.2% | +94.0% | -152.2% | -63.5% |
| 1Y | -56.6% | +151.3% | -207.9% | -64.3% |
| All | -23.8% | +384.9% | -408.7% | -44.0% |
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