-91.2%
SNDQ vs FICO
-24.6%
-66.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +9.6% |
| 7D | -31.8% | +1.4% | -33.2% | -32.9% |
| 30D | +69.3% | -0.8% | +70.1% | +66.7% |
| 3M | +1.1% | -31.3% | +32.4% | +41.3% |
| 6M | -72.4% | -33.9% | -38.5% | -35.0% |
| All | -91.2% | -24.6% | -66.5% | -81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling