+76.9%
FICO vs SPY
+67.4%
+9.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -0.9% | -2.7% | +1.8% | +1.5% |
| 30D | +3.3% | -5.4% | +8.7% | +8.8% |
| 3M | -31.7% | -4.1% | -27.6% | -29.0% |
| 6M | -34.0% | +0.7% | -34.7% | -35.6% |
| YTD | -58.3% | +8.7% | -67.0% | -62.7% |
| 1Y | -57.9% | +10.9% | -68.8% | -63.2% |
| 3Y | -24.1% | +75.0% | -99.1% | -61.6% |
| All | +76.9% | +67.4% | +9.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling