+2,233.8%
SAP vs FICO
+11,258.9%
-9,025.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +4.1% |
| 7D | -2.9% | -19.2% | +16.3% | +3.0% |
| 30D | +9.0% | -14.6% | +23.6% | +13.5% |
| 3M | +14.9% | -20.1% | +35.0% | +21.4% |
| 6M | +11.9% | -36.3% | +48.2% | +24.9% |
| YTD | -9.9% | -44.9% | +35.0% | +4.9% |
| 1Y | -19.5% | -38.6% | +19.1% | -10.6% |
| 3Y | +61.8% | +4.0% | +57.8% | +47.8% |
| 5Y | +56.2% | +99.5% | -43.4% | +13.3% |
| 10Y | +180.6% | +604.7% | -424.1% | +34.6% |
| All | +2,233.8% | +11,258.9% | -9,025.2% | +410.2% |
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