-51.1%
FIS vs FICO
-57.1%
+6.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.2% | -20.4% | -22.9% |
| 7D | -18.4% | +0.4% | -18.8% | -18.3% |
| 30D | -11.4% | +1.7% | -13.0% | -11.8% |
| 3M | -32.0% | -33.0% | +1.1% | -26.6% |
| 6M | -35.6% | -33.9% | -1.7% | -31.2% |
| YTD | -53.8% | -58.5% | +4.7% | -42.6% |
| 1Y | -51.1% | -56.4% | +5.3% | -40.3% |
| All | -51.1% | -57.1% | +6.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling