+196.4%
SO vs FICO
+527.0%
-330.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +2.2% | -0.9% | +1.1% |
| 30D | +4.7% | +0.1% | +4.6% | +4.5% |
| 3M | +1.7% | -35.2% | +36.9% | +6.1% |
| 6M | +2.2% | -32.4% | +34.5% | +5.3% |
| YTD | +10.0% | -57.4% | +67.4% | +20.1% |
| 1Y | +6.0% | -58.5% | +64.6% | +16.2% |
| 3Y | +54.1% | -28.9% | +83.0% | +47.0% |
| 5Y | +79.6% | +91.7% | -12.1% | +33.3% |
| All | +196.4% | +527.0% | -330.6% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling