-28.9%
FICO vs SPXS
-80.3%
+51.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | +2.2% | -7.5% | +9.7% | +0.1% |
| 30D | +0.1% | +5.3% | -5.3% | +1.8% |
| 3M | -35.2% | +9.7% | -44.9% | -33.0% |
| 6M | -32.4% | -4.6% | -27.8% | -32.8% |
| YTD | -57.4% | -25.8% | -31.6% | -60.7% |
| 1Y | -58.5% | -28.8% | -29.8% | -62.2% |
| 3Y | -28.9% | -80.2% | +51.3% | -55.3% |
| All | -28.9% | -80.3% | +51.4% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling