+47.9%
SO vs FICO
-24.3%
+72.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.5% | -0.9% | -0.5% | -1.5% |
| 30D | +8.1% | +3.3% | +4.7% | +8.1% |
| 3M | +0.2% | -31.7% | +31.9% | +0.5% |
| 6M | +0.4% | -34.0% | +34.4% | +0.8% |
| YTD | +8.5% | -58.3% | +66.8% | +9.3% |
| 1Y | +4.9% | -57.9% | +62.9% | +5.7% |
| 3Y | +47.9% | -24.1% | +72.0% | +42.8% |
| All | +47.9% | -24.3% | +72.2% | +42.8% |
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