+4.4%
FICO vs SUI
+12.1%
-7.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.3% | -16.6% |
| 7D | -19.2% | -2.8% | -16.4% | -18.4% |
| 30D | -14.6% | -1.2% | -13.4% | -14.3% |
| 3M | -20.1% | -1.7% | -18.4% | -19.4% |
| 6M | -36.3% | -10.5% | -25.8% | -34.1% |
| YTD | -44.9% | -1.8% | -43.0% | -44.3% |
| 1Y | -38.6% | -4.1% | -34.5% | -37.7% |
| All | +4.4% | +12.1% | -7.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling