+3.2%
SLB vs FICO
+4.8%
-1.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +1.0% |
| 7D | +0.8% | -19.2% | +20.0% | +1.8% |
| 30D | +15.8% | -14.6% | +30.4% | +16.6% |
| 3M | -0.3% | -20.1% | +19.7% | +0.4% |
| 6M | +21.3% | -36.3% | +57.7% | +24.2% |
| YTD | +52.3% | -44.9% | +97.2% | +58.1% |
| 1Y | +63.6% | -38.6% | +102.2% | +67.2% |
| All | +3.2% | +4.8% | -1.6% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling