+4,492.2%
FICO vs SNY
+245.0%
+4,247.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.2% |
| 7D | -15.4% | -2.7% | -12.7% | -14.4% |
| 30D | -10.4% | -0.7% | -9.7% | -10.1% |
| 3M | -22.7% | -1.7% | -21.0% | -21.8% |
| 6M | -36.8% | +2.2% | -39.0% | -37.3% |
| YTD | -44.8% | -6.0% | -38.8% | -43.4% |
| 1Y | -39.3% | -2.7% | -36.7% | -38.8% |
| 3Y | +3.7% | -7.5% | +11.2% | +2.0% |
| 5Y | +101.7% | +6.7% | +95.0% | +80.6% |
| 10Y | +602.8% | +62.3% | +540.5% | +410.0% |
| All | +4,492.2% | +245.0% | +4,247.2% | +2,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling