+175.2%
SO vs FICO
+512.2%
-337.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.5% | -0.9% | -0.5% | -1.4% |
| 30D | +8.1% | +3.3% | +4.7% | +7.4% |
| 3M | +0.2% | -31.7% | +31.9% | +3.8% |
| 6M | +0.4% | -34.0% | +34.4% | +3.7% |
| YTD | +8.5% | -58.3% | +66.8% | +18.8% |
| 1Y | +4.9% | -57.9% | +62.9% | +14.6% |
| 3Y | +47.9% | -24.1% | +72.0% | +38.9% |
| 5Y | +75.7% | +85.3% | -9.6% | +31.0% |
| All | +175.2% | +512.2% | -337.0% | +78.2% |
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