+101.7%
FICO vs SPY
+82.0%
+19.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.3% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | +0.1% | -14.6% | -14.5% |
| 3M | -20.1% | +2.0% | -22.1% | -22.3% |
| 6M | -36.3% | +13.0% | -49.3% | -45.0% |
| YTD | -44.9% | +13.5% | -58.4% | -52.6% |
| 1Y | -38.6% | +20.0% | -58.6% | -50.5% |
| 3Y | +4.0% | +77.2% | -73.2% | -47.4% |
| All | +101.7% | +82.0% | +19.6% | -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 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