+531.6%
FICO vs SPG
+117.3%
+414.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.0% |
| 7D | -0.1% | +5.1% | -5.1% | -1.9% |
| 30D | +8.4% | +16.8% | -8.4% | +2.5% |
| 3M | -30.5% | +5.7% | -36.2% | -31.8% |
| 6M | -35.7% | +17.8% | -53.5% | -39.2% |
| YTD | -57.2% | +30.1% | -87.3% | -61.0% |
| 1Y | -58.4% | +32.8% | -91.2% | -62.3% |
| 3Y | -24.8% | +137.2% | -162.0% | -44.3% |
| 5Y | +79.3% | +81.5% | -2.2% | +42.2% |
| 10Y | +531.6% | +116.5% | +415.1% | +317.0% |
| All | +531.6% | +117.3% | +414.4% | +317.0% |
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