+541.4%
FICO vs SPXU
-99.5%
+640.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.9% |
| 7D | +2.2% | -7.6% | +9.8% | -0.8% |
| 30D | +0.1% | +5.3% | -5.2% | +2.4% |
| 3M | -35.2% | +9.6% | -44.8% | -32.2% |
| 6M | -32.4% | -4.5% | -27.8% | -33.2% |
| YTD | -57.4% | -25.9% | -31.5% | -61.6% |
| 1Y | -58.5% | -28.9% | -29.7% | -63.2% |
| 3Y | -28.9% | -80.5% | +51.6% | -59.0% |
| 5Y | +91.7% | -83.4% | +175.1% | +26.3% |
| All | +541.4% | -99.5% | +640.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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