+92.9%
FICO vs SUI
-27.1%
+120.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +4.0% | -2.4% | +6.4% | +5.2% |
| 30D | -1.5% | +3.3% | -4.8% | -3.3% |
| 3M | -29.8% | +0.7% | -30.5% | -30.3% |
| 6M | -33.3% | -4.1% | -29.1% | -31.9% |
| YTD | -56.9% | -1.8% | -55.1% | -56.6% |
| 1Y | -59.5% | -4.1% | -55.4% | -58.7% |
| 3Y | -26.9% | +17.4% | -44.3% | -35.5% |
| 5Y | +92.9% | -27.0% | +119.9% | +120.7% |
| All | +92.9% | -27.1% | +120.0% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling