+545.7%
FICO vs SPMO
+449.2%
+96.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +0.9% | -2.6% | +3.5% | +2.6% |
| 30D | +9.4% | -14.2% | +23.7% | +22.6% |
| 3M | -30.4% | -12.7% | -17.7% | -23.8% |
| 6M | -35.1% | -9.6% | -25.5% | -34.7% |
| YTD | -56.8% | +9.3% | -66.1% | -64.5% |
| 1Y | -58.4% | +8.2% | -66.6% | -65.5% |
| 3Y | -26.7% | +119.4% | -146.1% | -72.0% |
| 5Y | +88.0% | +112.5% | -24.4% | -26.2% |
| 10Y | +545.7% | +449.2% | +96.5% | +17.0% |
| All | +545.7% | +449.2% | +96.5% | +17.0% |
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