+84.4%
FICO vs SPYG
+67.3%
+17.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | +2.2% | +2.3% | -0.1% | +0.4% |
| 30D | +0.1% | -6.5% | +6.5% | +4.5% |
| 3M | -35.2% | -6.8% | -28.3% | -32.2% |
| 6M | -32.4% | -3.1% | -29.2% | -32.4% |
| YTD | -57.4% | +8.0% | -65.4% | -61.6% |
| 1Y | -58.5% | +10.2% | -68.8% | -63.4% |
| 3Y | -28.9% | +91.0% | -119.8% | -64.1% |
| All | +84.4% | +67.3% | +17.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling