+4,716.4%
FICO vs SPXU
-100.0%
+4,816.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +1.4% |
| 7D | +0.9% | +0.5% | +0.4% | +1.3% |
| 30D | +9.4% | +10.9% | -1.5% | +14.4% |
| 3M | -30.4% | +9.6% | -40.0% | -27.2% |
| 6M | -35.1% | -4.7% | -30.4% | -36.0% |
| YTD | -56.8% | -24.6% | -32.2% | -60.8% |
| 1Y | -58.4% | -24.7% | -33.7% | -62.1% |
| 3Y | -26.7% | -80.0% | +53.3% | -57.2% |
| 5Y | +88.0% | -83.5% | +171.5% | +23.7% |
| 10Y | +545.7% | -99.5% | +645.2% | +56.0% |
| All | +4,716.4% | -100.0% | +4,816.4% | +200.5% |
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 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