+34.0%
SMR vs FICO
-24.0%
+58.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +0.9% | -15.7% | -14.9% |
| 7D | -26.2% | -0.3% | -25.9% | -26.2% |
| 30D | -45.5% | +1.7% | -47.2% | -45.7% |
| 3M | -53.4% | -35.2% | -18.2% | -51.4% |
| 6M | -63.2% | -33.7% | -29.5% | -63.1% |
| YTD | -69.2% | -58.2% | -11.0% | -64.9% |
| 1Y | -88.5% | -56.6% | -31.9% | -87.1% |
| All | +34.0% | -24.0% | +58.0% | +120.9% |
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