+3.1%
FICO vs SPMO
+162.3%
-159.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.2% | -17.3% |
| 7D | -19.2% | +2.0% | -21.2% | -19.9% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | -20.1% | -1.9% | -18.2% | -20.7% |
| 6M | -36.3% | +25.0% | -61.4% | -47.4% |
| YTD | -44.9% | +26.0% | -70.9% | -54.7% |
| 1Y | -38.6% | +28.7% | -67.3% | -50.7% |
| All | +3.1% | +162.3% | -159.2% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling