+514.9%
FICO vs SUI
+118.5%
+396.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -0.9% | +6.2% | -7.2% | -4.5% |
| 30D | +3.3% | +8.6% | -5.2% | -1.7% |
| 3M | -31.7% | +1.0% | -32.7% | -32.4% |
| 6M | -34.0% | -2.6% | -31.4% | -33.1% |
| YTD | -58.3% | -0.1% | -58.2% | -58.5% |
| 1Y | -57.9% | +0.5% | -58.4% | -58.2% |
| 3Y | -24.1% | +15.3% | -39.3% | -33.2% |
| 5Y | +85.3% | -26.1% | +111.5% | +111.3% |
| All | +514.9% | +118.5% | +396.4% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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