+20.3%
SGOV vs FICO
+145.3%
-125.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | 0.0% | +5.7% | -5.6% | 0.0% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +0.9% | -16.9% | +17.8% | +0.9% |
| 6M | +1.8% | -15.4% | +17.3% | +1.8% |
| YTD | +2.5% | -41.7% | +44.3% | +2.5% |
| 1Y | +3.8% | -38.3% | +42.1% | +3.8% |
| 3Y | +14.4% | +8.9% | +5.5% | +14.4% |
| 5Y | +20.2% | +118.3% | -98.1% | +20.2% |
| All | +20.3% | +145.3% | -125.0% | +20.3% |
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