+242.4%
FIS vs FICO
+2,957.4%
-2,715.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.2% | -20.4% | -22.6% |
| 7D | -18.4% | +0.4% | -18.8% | -18.3% |
| 30D | -11.4% | +1.7% | -13.0% | -12.1% |
| 3M | -32.0% | -33.0% | +1.1% | -25.0% |
| 6M | -35.6% | -33.9% | -1.7% | -29.5% |
| YTD | -53.8% | -58.5% | +4.7% | -41.8% |
| 1Y | -51.1% | -56.4% | +5.3% | -39.5% |
| 3Y | -37.9% | -24.7% | -13.2% | -39.8% |
| 5Y | -69.6% | +83.1% | -152.7% | -79.1% |
| 10Y | -52.2% | +517.2% | -569.4% | -78.5% |
| All | +242.4% | +2,957.4% | -2,715.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling