+86.1%
FICO vs SUI
-25.7%
+111.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.3% | +8.8% | -9.0% | -4.4% |
| 30D | +1.7% | +8.9% | -7.2% | -2.6% |
| 3M | -35.2% | +2.0% | -37.2% | -36.0% |
| 6M | -33.7% | -0.6% | -33.0% | -33.5% |
| YTD | -58.2% | +1.3% | -59.5% | -58.5% |
| 1Y | -56.6% | +1.3% | -57.8% | -56.9% |
| 3Y | -24.0% | +16.3% | -40.3% | -32.3% |
| 5Y | +86.1% | -25.1% | +111.1% | +109.5% |
| All | +86.1% | -25.7% | +111.7% | +109.5% |
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