+6,337.0%
SO vs FICO
+78,963.7%
-72,626.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +9.2% | +1.7% | +7.5% | +9.0% |
| 3M | +1.1% | -35.2% | +36.3% | +3.3% |
| 6M | -1.1% | -33.7% | +32.6% | +0.7% |
| YTD | +9.7% | -58.2% | +67.8% | +14.5% |
| 1Y | +5.5% | -56.6% | +62.1% | +9.8% |
| 3Y | +47.0% | -24.0% | +71.0% | +45.6% |
| 5Y | +77.6% | +86.1% | -8.5% | +63.7% |
| 10Y | +181.0% | +522.8% | -341.8% | +141.5% |
| All | +6,337.0% | +78,963.7% | -72,626.7% | +5,084.0% |
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