+6,010.9%
FICO vs SPYG
+513.6%
+5,497.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | -0.9% | -3.6% | +2.7% | +1.9% |
| 30D | +3.3% | -11.2% | +14.5% | +13.5% |
| 3M | -31.7% | -8.1% | -23.7% | -27.3% |
| 6M | -34.0% | -3.3% | -30.7% | -34.1% |
| YTD | -58.3% | +5.5% | -63.9% | -61.7% |
| 1Y | -57.9% | +7.0% | -64.9% | -61.9% |
| 3Y | -24.1% | +89.5% | -113.6% | -59.7% |
| 5Y | +85.3% | +63.3% | +22.0% | +12.4% |
| 10Y | +520.3% | +395.1% | +125.2% | +55.3% |
| All | +6,010.9% | +513.6% | +5,497.3% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling