+62.4%
SAP vs FICO
+4.8%
+57.6%
-52.3%
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% | +3.3% |
| 7D | -2.9% | -19.2% | +16.3% | +2.0% |
| 30D | +9.0% | -14.6% | +23.6% | +12.8% |
| 3M | +14.9% | -20.1% | +35.0% | +20.5% |
| 6M | +11.9% | -36.3% | +48.2% | +22.6% |
| YTD | -9.9% | -44.9% | +35.0% | +1.8% |
| 1Y | -19.5% | -38.6% | +19.1% | -12.3% |
| All | +62.4% | +4.8% | +57.6% | +41.9% |
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