-88.0%
SNDQ vs FICO
-26.0%
-62.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.5% |
| 7D | +58.7% | -0.9% | +59.6% | +59.9% |
| 30D | +194.6% | +3.3% | +191.2% | +178.7% |
| 3M | +18.9% | -31.7% | +50.6% | +65.3% |
| 6M | -68.3% | -34.0% | -34.4% | -25.0% |
| All | -88.0% | -26.0% | -62.0% | -74.1% |
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