+42,209.9%
FICO vs SPY
+3,091.8%
+39,118.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 6M | -36.3% | +13.0% | -49.3% | -43.9% |
| YTD | -44.9% | +13.5% | -58.4% | -51.5% |
| 1Y | -38.6% | +20.0% | -58.6% | -48.9% |
| 3Y | +4.0% | +77.2% | -73.2% | -40.2% |
| 5Y | +99.5% | +81.9% | +17.6% | +13.4% |
| 10Y | +604.7% | +314.1% | +290.6% | +104.1% |
| All | +42,209.9% | +3,091.8% | +39,118.2% | +4,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling