+6,389.2%
FICO vs SPXS
-100.0%
+6,489.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -1.9% |
| 7D | +4.0% | +1.5% | +2.5% | +4.9% |
| 30D | -1.5% | +6.3% | -7.8% | +1.3% |
| 3M | -29.8% | +4.2% | -34.0% | -28.0% |
| 6M | -33.3% | -7.9% | -25.3% | -35.1% |
| YTD | -56.9% | -27.5% | -29.4% | -61.6% |
| 1Y | -59.5% | -27.0% | -32.4% | -63.7% |
| 3Y | -26.9% | -80.5% | +53.7% | -58.3% |
| 5Y | +92.9% | -84.0% | +176.9% | +24.1% |
| 10Y | +539.5% | -99.5% | +639.0% | +44.8% |
| All | +6,389.2% | -100.0% | +6,489.2% | +172.1% |
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