+602.8%
FICO vs SPG
+60.3%
+542.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | -2.4% | -16.8% | -18.4% |
| 30D | -14.6% | -6.8% | -7.8% | -12.3% |
| 3M | -20.1% | +2.7% | -22.8% | -20.6% |
| 6M | -36.3% | +5.5% | -41.8% | -37.4% |
| YTD | -44.9% | +15.7% | -60.6% | -47.6% |
| 1Y | -38.6% | +20.9% | -59.5% | -42.6% |
| 3Y | +4.0% | +112.4% | -108.4% | -20.0% |
| 5Y | +99.5% | +101.4% | -1.8% | +53.9% |
| All | +602.8% | +60.3% | +542.5% | +449.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling