+5,976.4%
SO vs FICO
+104,095.6%
-98,119.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +15.9% | +0.3% |
| 7D | -0.2% | -19.2% | +19.0% | +1.1% |
| 30D | -4.6% | -14.6% | +10.0% | -3.8% |
| 3M | -3.0% | -20.1% | +17.1% | -1.9% |
| 6M | -8.3% | -36.3% | +28.1% | -6.2% |
| YTD | +3.5% | -44.9% | +48.4% | +6.7% |
| 1Y | -0.9% | -38.6% | +37.7% | +1.2% |
| 3Y | +45.4% | +4.0% | +41.4% | +41.6% |
| 5Y | +59.6% | +99.5% | -39.9% | +47.3% |
| 10Y | +156.6% | +604.7% | -448.1% | +119.3% |
| All | +5,976.4% | +104,095.6% | -98,119.2% | +4,732.1% |
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