+70.1%
SE vs FICO
-24.0%
+94.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.8% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -21.7% | +1.7% | -23.4% | -22.3% |
| 3M | -34.2% | -35.2% | +1.0% | -30.2% |
| 6M | -10.5% | -33.7% | +23.2% | -6.5% |
| YTD | -40.7% | -58.2% | +17.4% | -31.9% |
| 1Y | -52.1% | -56.6% | +4.5% | -45.4% |
| All | +70.1% | -24.0% | +94.0% | +86.2% |
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 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