-68.1%
SE vs FICO
+99.8%
-167.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +5.6% |
| 7D | -6.1% | -19.2% | +13.1% | +1.3% |
| 30D | -2.5% | -14.6% | +12.1% | +2.4% |
| 3M | +21.7% | -20.1% | +41.8% | +28.9% |
| 6M | +27.0% | -36.3% | +63.3% | +46.1% |
| YTD | -12.1% | -44.9% | +32.7% | +7.5% |
| 1Y | -40.9% | -38.6% | -2.3% | -33.3% |
| 3Y | +191.0% | +4.0% | +187.0% | +102.2% |
| All | -68.1% | +99.8% | -167.9% | -85.7% |
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