-6.4%
SAP vs FICO
-58.2%
+51.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -0.7% | -0.9% | +0.3% | -0.5% |
| 30D | +11.1% | +3.3% | +7.8% | +9.7% |
| 3M | +17.0% | -31.7% | +48.8% | +25.6% |
| 6M | +34.8% | -34.0% | +68.8% | +45.8% |
| YTD | -2.2% | -58.3% | +56.1% | +18.2% |
| 1Y | -6.4% | -57.9% | +51.5% | +13.4% |
| All | -6.4% | -58.2% | +51.7% | +13.4% |
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