+40.7%
SLB vs FICO
-58.2%
+98.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -7.1% | -0.9% | -6.2% | -7.1% |
| 30D | +4.1% | +3.3% | +0.7% | +3.9% |
| 3M | -2.6% | -31.7% | +29.1% | -2.7% |
| 6M | -8.6% | -34.0% | +25.4% | -8.5% |
| YTD | +32.2% | -58.3% | +90.5% | +37.4% |
| 1Y | +40.7% | -57.9% | +98.6% | +45.3% |
| All | +40.7% | -58.2% | +98.8% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling