-56.4%
FICO vs SPYG
+10.8%
-67.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.0% |
| 7D | +0.4% | -2.8% | +3.2% | 0.0% |
| 30D | +1.7% | -6.2% | +7.8% | +1.2% |
| 3M | -33.0% | -3.6% | -29.5% | -33.3% |
| 6M | -33.9% | +4.8% | -38.6% | -34.2% |
| YTD | -58.5% | +11.0% | -69.5% | -59.6% |
| 1Y | -56.4% | +11.2% | -67.6% | -57.4% |
| All | -56.4% | +10.8% | -67.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling