+63.9%
SMR vs FICO
+3.0%
+60.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +1.5% |
| 7D | +4.4% | -19.2% | +23.6% | +6.9% |
| 30D | +3.4% | -14.6% | +18.0% | +5.1% |
| 3M | -19.2% | -20.1% | +0.9% | -19.1% |
| 6M | -22.6% | -36.3% | +13.7% | -18.5% |
| YTD | -31.5% | -44.9% | +13.3% | -24.9% |
| 1Y | -73.1% | -38.6% | -34.5% | -71.8% |
| All | +63.9% | +3.0% | +60.9% | +126.6% |
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