+93.0%
PSX vs FICO
-59.6%
+152.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | +4.0% | -4.3% | -0.4% |
| 30D | -8.1% | -1.5% | -6.6% | -8.2% |
| 3M | +15.9% | -29.8% | +45.7% | +14.8% |
| 6M | +49.4% | -33.3% | +82.6% | +47.9% |
| YTD | +104.7% | -56.9% | +161.5% | +102.1% |
| All | +93.0% | -59.6% | +152.6% | +90.5% |
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 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