-49.5%
SMR vs FICO
+49.5%
-99.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.7% | +16.3% |
| 7D | -9.6% | -0.9% | -8.7% | -9.5% |
| 30D | -33.8% | +3.3% | -37.1% | -34.1% |
| 3M | -46.4% | -31.7% | -14.6% | -44.6% |
| 6M | -62.4% | -34.0% | -28.5% | -62.1% |
| YTD | -64.1% | -58.3% | -5.8% | -60.6% |
| 1Y | -84.3% | -57.9% | -26.4% | -82.9% |
| 3Y | +55.8% | -24.1% | +79.9% | +66.7% |
| All | -49.5% | +49.5% | -99.0% | -52.0% |
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 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