+117.8%
FICO vs SNY
+9.5%
+108.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.5% |
| 7D | -10.6% | -3.6% | -6.9% | -9.9% |
| 30D | -6.3% | -1.4% | -4.9% | -6.1% |
| 3M | -19.7% | -4.2% | -15.5% | -19.0% |
| 6M | -31.8% | +2.0% | -33.8% | -31.8% |
| YTD | -41.8% | -6.7% | -35.2% | -41.1% |
| 1Y | -36.4% | -4.7% | -31.7% | -35.7% |
| 3Y | +9.3% | -8.1% | +17.4% | +9.9% |
| All | +117.8% | +9.5% | +108.3% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling