+4.4%
FICO vs SPG
+112.6%
-108.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.1% |
| 7D | -19.2% | -2.4% | -16.8% | -18.0% |
| 30D | -14.6% | -6.8% | -7.8% | -11.1% |
| 3M | -20.1% | +2.7% | -22.8% | -20.6% |
| 6M | -36.3% | +5.5% | -41.8% | -37.9% |
| YTD | -44.9% | +15.7% | -60.6% | -48.8% |
| 1Y | -38.6% | +20.9% | -59.5% | -44.4% |
| All | +4.4% | +112.6% | -108.2% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling