+21.1%
SGOV vs FICO
+79.3%
-58.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | +2.2% | -2.2% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.0% | -35.2% | +36.1% | +1.0% |
| 6M | +1.9% | -32.4% | +34.3% | +1.9% |
| YTD | +3.2% | -57.4% | +60.6% | +3.2% |
| 1Y | +3.8% | -58.5% | +62.3% | +3.8% |
| 3Y | +14.1% | -28.9% | +43.0% | +14.1% |
| 5Y | +21.0% | +91.7% | -70.7% | +21.0% |
| All | +21.1% | +79.3% | -58.2% | +21.1% |
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