+101.5%
FICO vs SPYG
+85.2%
+16.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.6% |
| 7D | -19.2% | +0.4% | -19.6% | -19.4% |
| 30D | -14.6% | -0.4% | -14.1% | -14.2% |
| 3M | -20.1% | +0.5% | -20.6% | -21.4% |
| 6M | -36.3% | +17.5% | -53.8% | -45.8% |
| YTD | -44.9% | +14.3% | -59.2% | -51.9% |
| 1Y | -38.6% | +21.7% | -60.3% | -49.8% |
| 3Y | +4.0% | +98.6% | -94.6% | -48.3% |
| All | +101.5% | +85.2% | +16.3% | -2.0% |
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