+76.9%
FICO vs SPXU
-81.8%
+158.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.7% |
| 7D | -0.9% | +7.6% | -8.5% | +1.7% |
| 30D | +3.3% | +17.5% | -14.2% | +9.4% |
| 3M | -31.7% | +14.7% | -46.4% | -28.0% |
| 6M | -34.0% | -0.1% | -33.9% | -33.7% |
| YTD | -58.3% | -19.8% | -38.5% | -61.0% |
| 1Y | -57.9% | -23.7% | -34.2% | -61.2% |
| 3Y | -24.1% | -79.5% | +55.4% | -53.5% |
| All | +76.9% | -81.8% | +158.7% | +19.0% |
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