+629.5%
FICO vs SPMO
+514.3%
+115.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -0.7% |
| 7D | -14.1% | +0.1% | -14.2% | -14.4% |
| 30D | -7.5% | -0.7% | -6.8% | -7.4% |
| 3M | -21.3% | +2.8% | -24.1% | -27.1% |
| 6M | -25.2% | +24.4% | -49.7% | -43.8% |
| YTD | -43.2% | +24.2% | -67.4% | -57.2% |
| 1Y | -37.2% | +24.5% | -61.7% | -53.2% |
| 3Y | +6.8% | +155.6% | -148.8% | -63.6% |
| 5Y | +112.8% | +148.2% | -35.4% | -25.8% |
| All | +629.5% | +514.3% | +115.2% | +23.9% |
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