+84.4%
FICO vs SPXU
-83.3%
+167.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.8% |
| 7D | +2.2% | -7.6% | +9.8% | -0.4% |
| 30D | +0.1% | +5.3% | -5.2% | +2.1% |
| 3M | -35.2% | +9.6% | -44.8% | -32.6% |
| 6M | -32.4% | -4.5% | -27.8% | -33.0% |
| YTD | -57.4% | -25.9% | -31.5% | -61.2% |
| 1Y | -58.5% | -28.9% | -29.7% | -62.7% |
| 3Y | -28.9% | -80.5% | +51.6% | -57.0% |
| All | +84.4% | -83.3% | +167.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling