-88.8%
SNDQ vs FICO
-23.3%
-65.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.8% |
| 7D | +43.9% | +0.9% | +43.0% | +41.9% |
| 30D | +141.3% | +9.4% | +131.8% | +116.5% |
| 3M | +7.3% | -30.4% | +37.7% | +49.1% |
| 6M | -60.0% | -35.1% | -24.9% | -4.1% |
| All | -88.8% | -23.3% | -65.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling