+6,172.8%
FICO vs SPXS
-100.0%
+6,272.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.8% |
| 7D | -0.9% | +7.5% | -8.4% | +2.2% |
| 30D | +3.3% | +17.5% | -14.1% | +10.6% |
| 3M | -31.7% | +14.7% | -46.4% | -27.2% |
| 6M | -34.0% | -0.1% | -33.8% | -33.7% |
| YTD | -58.3% | -19.7% | -38.6% | -61.3% |
| 1Y | -57.9% | -23.6% | -34.3% | -61.6% |
| 3Y | -24.1% | -79.2% | +55.1% | -55.5% |
| 5Y | +85.3% | -81.7% | +167.0% | +25.9% |
| 10Y | +520.3% | -99.5% | +619.8% | +39.2% |
| All | +6,172.8% | -100.0% | +6,272.8% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling