-24.8%
FICO vs SPMO
+122.4%
-147.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.5% |
| 7D | -0.1% | -1.9% | +1.9% | +0.4% |
| 30D | +8.4% | -14.1% | +22.5% | +13.1% |
| 3M | -30.5% | -13.1% | -17.4% | -27.9% |
| 6M | -35.7% | -9.4% | -26.3% | -36.6% |
| YTD | -57.2% | +9.5% | -66.7% | -63.4% |
| 1Y | -58.4% | +10.5% | -68.9% | -64.8% |
| 3Y | -24.8% | +124.4% | -149.2% | -68.5% |
| All | -24.8% | +122.4% | -147.2% | -68.5% |
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 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