+602.8%
FICO vs SPYG
+410.1%
+192.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -15.4% | +1.2% | -16.6% | -16.5% |
| 30D | -10.4% | -1.6% | -8.8% | -8.9% |
| 3M | -22.7% | +3.4% | -26.1% | -26.9% |
| 6M | -36.8% | +18.9% | -55.7% | -49.2% |
| YTD | -44.8% | +13.8% | -58.6% | -53.4% |
| 1Y | -39.3% | +20.6% | -59.9% | -52.5% |
| 3Y | +3.7% | +100.5% | -96.8% | -56.3% |
| 5Y | +101.7% | +84.6% | +17.1% | -7.6% |
| 10Y | +602.8% | +410.8% | +191.9% | -12.5% |
| All | +602.8% | +410.1% | +192.7% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling