+75.7%
SAP vs FICO
+88.0%
-12.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.5% | +4.0% | -6.4% | -3.4% |
| 30D | +7.5% | -1.5% | +9.0% | +7.4% |
| 3M | +11.6% | -29.8% | +41.4% | +19.4% |
| 6M | +37.6% | -33.3% | +70.9% | +48.4% |
| YTD | -2.0% | -56.9% | +54.9% | +18.0% |
| 1Y | -6.4% | -59.5% | +53.1% | +14.4% |
| 3Y | +67.7% | -26.9% | +94.6% | +60.5% |
| 5Y | +75.7% | +92.9% | -17.2% | +20.9% |
| All | +75.7% | +88.0% | -12.2% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling