+365.1%
SE vs FICO
+384.5%
-19.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.1% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -21.7% | +1.7% | -23.4% | -23.5% |
| 3M | -34.2% | -35.2% | +1.0% | -24.8% |
| 6M | -10.5% | -33.7% | +23.2% | -1.8% |
| YTD | -40.7% | -58.2% | +17.4% | -20.0% |
| 1Y | -52.1% | -56.6% | +4.5% | -36.9% |
| 3Y | +68.9% | -24.0% | +92.8% | +40.2% |
| 5Y | -78.9% | +86.1% | -164.9% | -90.2% |
| All | +365.1% | +384.5% | -19.4% | +27.4% |
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