+539.5%
FICO vs SPG
+116.4%
+423.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | +2.7% | +1.2% | +3.0% |
| 30D | -1.5% | +16.6% | -18.1% | -6.8% |
| 3M | -29.8% | +8.1% | -37.9% | -31.7% |
| 6M | -33.3% | +19.3% | -52.6% | -37.2% |
| YTD | -56.9% | +31.1% | -88.0% | -60.8% |
| 1Y | -59.5% | +32.8% | -92.2% | -63.3% |
| 3Y | -26.9% | +135.8% | -162.7% | -45.7% |
| 5Y | +92.9% | +85.1% | +7.8% | +52.1% |
| 10Y | +539.5% | +115.9% | +423.5% | +323.1% |
| All | +539.5% | +116.4% | +423.1% | +323.1% |
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