-18.5%
FIS vs FICO
+4.8%
-23.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +2.5% |
| 7D | +1.1% | -19.2% | +20.3% | +5.3% |
| 30D | -2.2% | -14.6% | +12.4% | +0.5% |
| 3M | +2.1% | -20.1% | +22.2% | +6.0% |
| 6M | -14.7% | -36.3% | +21.7% | -8.3% |
| YTD | -35.7% | -44.9% | +9.2% | -29.3% |
| 1Y | -37.1% | -38.6% | +1.6% | -32.2% |
| All | -18.5% | +4.8% | -23.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling