+365.7%
SE vs FICO
+382.6%
-16.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | -20.0% | +3.3% | -23.3% | -22.4% |
| 3M | -31.8% | -31.7% | -0.1% | -24.0% |
| 6M | -15.9% | -34.0% | +18.1% | -7.5% |
| YTD | -40.6% | -58.3% | +17.7% | -19.8% |
| 1Y | -50.7% | -57.9% | +7.2% | -34.0% |
| 3Y | +70.3% | -24.1% | +94.4% | +41.3% |
| 5Y | -78.8% | +85.3% | -164.1% | -90.2% |
| All | +365.7% | +382.6% | -16.8% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling