-38.6%
FICO vs SNY
+2.0%
-40.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -1.3% | -17.9% | -18.6% |
| 30D | -14.6% | +3.4% | -18.0% | -16.1% |
| 3M | -20.1% | -0.3% | -19.8% | -19.8% |
| 6M | -36.3% | +1.0% | -37.3% | -36.3% |
| YTD | -44.9% | -3.6% | -41.2% | -43.6% |
| 1Y | -38.6% | +3.0% | -41.6% | -36.9% |
| All | -38.6% | +2.0% | -40.7% | -36.9% |
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