+3.1%
FICO vs SPYG
+103.0%
-99.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.6% |
| 7D | -19.2% | +0.4% | -19.6% | -19.3% |
| 30D | -14.6% | -0.4% | -14.1% | -14.3% |
| 3M | -20.1% | +0.5% | -20.6% | -20.7% |
| 6M | -36.3% | +17.5% | -53.8% | -44.0% |
| YTD | -44.9% | +14.3% | -59.2% | -50.4% |
| 1Y | -38.6% | +21.7% | -60.3% | -47.8% |
| All | +3.1% | +103.0% | -99.9% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling