-38.6%
FICO vs SPMO
+29.9%
-68.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.2% | -16.2% |
| 7D | -19.2% | +2.0% | -21.2% | -18.6% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | -20.1% | -1.9% | -18.2% | -18.7% |
| 6M | -36.3% | +25.0% | -61.4% | -38.4% |
| YTD | -44.9% | +26.0% | -70.9% | -46.8% |
| 1Y | -38.6% | +28.7% | -67.3% | -38.7% |
| All | -38.6% | +29.9% | -68.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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