-33.3%
FICO vs SPXS
-8.9%
-24.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.1% |
| 7D | +4.0% | +1.5% | +2.5% | +3.3% |
| 30D | -1.5% | +6.3% | -7.8% | -2.2% |
| 3M | -29.8% | +4.2% | -34.0% | -30.5% |
| 6M | -33.3% | -7.9% | -25.3% | -29.8% |
| All | -33.3% | -8.9% | -24.4% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling