-59.7%
FICO vs SPG
+32.6%
-92.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +1.4% | +3.1% | -1.7% | -0.8% |
| 30D | -0.8% | +16.4% | -17.2% | -11.7% |
| 3M | -31.3% | +7.1% | -38.4% | -35.2% |
| 6M | -33.9% | +16.1% | -50.0% | -39.0% |
| YTD | -57.6% | +30.4% | -88.0% | -63.7% |
| 1Y | -59.7% | +33.0% | -92.6% | -65.8% |
| All | -59.7% | +32.6% | -92.2% | -65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling