+65.4%
SLB vs FICO
+84.1%
-18.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | -7.7% | -0.3% | -7.5% | -7.7% |
| 30D | -0.7% | +1.7% | -2.4% | -1.0% |
| 3M | 0.0% | -35.2% | +35.2% | +2.2% |
| 6M | -10.4% | -33.7% | +23.2% | -9.0% |
| YTD | +31.5% | -58.2% | +89.6% | +38.8% |
| 1Y | +39.1% | -56.6% | +95.7% | +46.2% |
| 3Y | -5.7% | -24.0% | +18.3% | -7.9% |
| 5Y | +65.4% | +86.1% | -20.6% | +39.1% |
| All | +65.4% | +84.1% | -18.6% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling