-36.3%
FICO vs SN
+49.1%
-85.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.5% |
| 7D | -19.2% | -9.3% | -9.9% | -17.8% |
| 30D | -14.6% | -4.8% | -9.8% | -13.7% |
| 3M | -20.1% | +40.4% | -60.5% | -22.7% |
| 6M | -36.3% | +50.9% | -87.3% | -39.5% |
| All | -36.3% | +49.1% | -85.4% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling