+589.4%
SE vs FICO
+538.5%
+50.8%
-90.5%
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% | +6.9% |
| 7D | -6.1% | -19.2% | +13.1% | +2.8% |
| 30D | -2.5% | -14.6% | +12.1% | +3.4% |
| 3M | +21.7% | -20.1% | +41.8% | +30.2% |
| 6M | +27.0% | -36.3% | +63.3% | +48.7% |
| YTD | -12.1% | -44.9% | +32.7% | +9.9% |
| 1Y | -40.9% | -38.6% | -2.3% | -32.2% |
| 3Y | +191.0% | +4.0% | +187.0% | +117.2% |
| 5Y | -68.3% | +99.5% | -167.8% | -84.6% |
| All | +589.4% | +538.5% | +50.8% | +75.1% |
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