+29,506.0%
FICO vs SPG
+5,256.9%
+24,249.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | -2.4% | -16.8% | -18.4% |
| 30D | -14.6% | -6.8% | -7.8% | -12.1% |
| 3M | -20.1% | +2.7% | -22.8% | -20.7% |
| 6M | -36.3% | +5.5% | -41.8% | -37.6% |
| YTD | -44.9% | +15.7% | -60.6% | -47.8% |
| 1Y | -38.6% | +20.9% | -59.5% | -43.0% |
| 3Y | +4.0% | +112.4% | -108.4% | -22.7% |
| 5Y | +99.5% | +101.4% | -1.8% | +49.1% |
| 10Y | +604.7% | +60.6% | +544.0% | +397.7% |
| All | +29,506.0% | +5,256.9% | +24,249.1% | +9,447.3% |
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