+849.0%
SLB vs FICO
+78,251.7%
-77,402.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.5% | +1.7% | +0.9% | +1.8% |
| 3M | +2.0% | -33.0% | +35.0% | +7.3% |
| 6M | -6.3% | -33.9% | +27.5% | -2.1% |
| YTD | +36.5% | -58.5% | +95.1% | +53.1% |
| 1Y | +46.2% | -56.4% | +102.6% | +62.3% |
| 3Y | -2.1% | -24.7% | +22.6% | -4.7% |
| 5Y | +73.7% | +83.1% | -9.4% | +39.1% |
| 10Y | -12.3% | +517.2% | -529.5% | -43.1% |
| All | +849.0% | +78,251.7% | -77,402.8% | +328.0% |
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