+603.9%
FICO vs SPXS
-99.5%
+703.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.2% |
| 7D | -19.2% | -0.1% | -19.1% | -19.1% |
| 30D | -14.6% | +0.8% | -15.4% | -14.0% |
| 3M | -20.1% | -4.7% | -15.4% | -21.5% |
| 6M | -36.3% | -29.6% | -6.7% | -44.4% |
| YTD | -44.9% | -29.8% | -15.0% | -51.6% |
| 1Y | -38.6% | -38.9% | +0.3% | -48.8% |
| 3Y | +4.0% | -79.6% | +83.6% | -38.4% |
| 5Y | +99.5% | -85.9% | +185.4% | +23.0% |
| All | +603.9% | -99.5% | +703.4% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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