-56.4%
FICO vs SNY
+2.7%
-59.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -5.7% |
| 7D | +0.4% | +12.4% | -12.0% | -6.2% |
| 30D | +1.7% | +20.1% | -18.5% | -8.9% |
| 3M | -33.0% | +11.2% | -44.3% | -37.0% |
| 6M | -33.9% | +9.5% | -43.4% | -36.9% |
| YTD | -58.5% | +3.4% | -61.9% | -58.8% |
| 1Y | -56.4% | +2.0% | -58.4% | -56.1% |
| All | -56.4% | +2.7% | -59.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling