+22,365.1%
FICO vs SPG
+5,756.7%
+16,608.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -0.3% | +5.0% | -5.3% | -2.2% |
| 30D | +1.7% | +12.3% | -10.6% | -2.8% |
| 3M | -35.2% | +1.9% | -37.0% | -35.6% |
| 6M | -33.7% | +14.4% | -48.1% | -36.9% |
| YTD | -58.2% | +26.5% | -84.7% | -61.8% |
| 1Y | -56.6% | +30.7% | -87.3% | -60.8% |
| 3Y | -24.0% | +122.6% | -146.6% | -44.5% |
| 5Y | +86.1% | +73.3% | +12.7% | +47.3% |
| 10Y | +522.8% | +111.1% | +411.7% | +294.3% |
| All | +22,365.1% | +5,756.7% | +16,608.4% | +6,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling