+6,045.3%
FICO vs SPXU
-100.0%
+6,145.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.2% |
| 7D | -19.2% | -0.1% | -19.1% | -19.1% |
| 30D | -14.6% | +0.8% | -15.4% | -14.0% |
| 3M | -20.1% | -4.7% | -15.4% | -21.5% |
| 6M | -36.3% | -29.6% | -6.7% | -44.4% |
| YTD | -44.9% | -29.9% | -15.0% | -51.6% |
| 1Y | -38.6% | -39.1% | +0.5% | -48.9% |
| 3Y | +4.0% | -80.0% | +84.0% | -38.9% |
| 5Y | +99.5% | -86.0% | +185.6% | +22.6% |
| 10Y | +604.7% | -99.5% | +704.2% | +65.0% |
| All | +6,045.3% | -100.0% | +6,145.3% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling