+539.5%
FICO vs SPY
+311.8%
+227.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.8% |
| 30D | -1.5% | -2.4% | +0.8% | +0.7% |
| 3M | -29.8% | -1.2% | -28.6% | -29.2% |
| 6M | -33.3% | +3.3% | -36.6% | -37.0% |
| YTD | -56.9% | +12.3% | -69.2% | -63.5% |
| 1Y | -59.5% | +12.4% | -71.9% | -65.7% |
| 3Y | -26.9% | +78.8% | -105.7% | -66.4% |
| 5Y | +92.9% | +75.2% | +17.7% | -8.8% |
| 10Y | +539.5% | +311.1% | +228.4% | -6.2% |
| All | +539.5% | +311.8% | +227.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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