-39.3%
FICO vs SPMO
+29.0%
-68.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.3% |
| 7D | -15.4% | +3.4% | -18.8% | -14.5% |
| 30D | -10.4% | +0.5% | -10.9% | -10.1% |
| 3M | -22.7% | +1.9% | -24.6% | -21.5% |
| 6M | -36.8% | +27.8% | -64.6% | -39.1% |
| YTD | -44.8% | +26.7% | -71.5% | -46.7% |
| 1Y | -39.3% | +28.9% | -68.2% | -38.5% |
| All | -39.3% | +29.0% | -68.3% | -38.5% |
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