-15.9%
FICO vs SN
+659.6%
-675.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -0.9% | +7.2% | -8.1% | -2.0% |
| 30D | +3.3% | +20.4% | -17.0% | +0.4% |
| 3M | -31.7% | +23.9% | -55.6% | -34.0% |
| 6M | -34.0% | +93.0% | -127.0% | -40.3% |
| YTD | -58.3% | +99.2% | -157.6% | -62.7% |
| 1Y | -57.9% | +142.6% | -200.5% | -63.6% |
| 3Y | -24.1% | +398.8% | -422.9% | -37.4% |
| All | -15.9% | +659.6% | -675.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling