+32,004.8%
FICO vs SPY
+2,945.2%
+29,059.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +5.1% |
| 7D | -0.3% | -4.7% | +4.5% | +4.1% |
| 30D | +1.7% | -5.9% | +7.6% | +7.2% |
| 3M | -35.2% | -4.5% | -30.7% | -32.5% |
| 6M | -33.7% | +1.8% | -35.4% | -35.6% |
| YTD | -58.2% | +8.3% | -66.5% | -61.8% |
| 1Y | -56.6% | +9.3% | -65.9% | -60.7% |
| 3Y | -24.0% | +74.9% | -98.8% | -56.0% |
| 5Y | +86.1% | +67.3% | +18.8% | +13.7% |
| 10Y | +522.8% | +311.6% | +211.2% | +81.0% |
| All | +32,004.8% | +2,945.2% | +29,059.6% | +3,237.5% |
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