+499.7%
FICO vs SPG
+109.7%
+390.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.9% | +4.9% | -5.8% | -2.7% |
| 30D | +3.3% | +15.6% | -12.3% | -1.9% |
| 3M | -31.7% | +4.1% | -35.8% | -32.7% |
| 6M | -34.0% | +13.6% | -47.5% | -36.8% |
| YTD | -58.3% | +27.5% | -85.9% | -61.7% |
| 1Y | -57.9% | +32.2% | -90.2% | -61.8% |
| 3Y | -24.1% | +126.0% | -150.1% | -42.8% |
| 5Y | +85.3% | +74.7% | +10.6% | +48.8% |
| All | +499.7% | +109.7% | +390.0% | +299.1% |
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