+531.6%
FICO vs SPMO
+455.3%
+76.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | -0.8% |
| 7D | -0.1% | -1.9% | +1.9% | +1.0% |
| 30D | +8.4% | -14.1% | +22.5% | +21.3% |
| 3M | -30.5% | -13.1% | -17.4% | -23.6% |
| 6M | -35.7% | -9.4% | -26.3% | -35.4% |
| YTD | -57.2% | +9.5% | -66.7% | -64.9% |
| 1Y | -58.4% | +10.5% | -68.9% | -66.3% |
| 3Y | -24.8% | +124.4% | -149.2% | -72.0% |
| 5Y | +79.3% | +110.5% | -31.2% | -28.8% |
| 10Y | +531.6% | +450.3% | +81.4% | +14.0% |
| All | +531.6% | +455.3% | +76.3% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling