-64.8%
SPCH vs FICO
-40.8%
-23.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.4% | +17.2% | +16.8% |
| 7D | -3.0% | -0.9% | -2.1% | -3.1% |
| 30D | -39.8% | +3.3% | -43.2% | -39.4% |
| 3M | +16.8% | -31.7% | +48.5% | +12.9% |
| All | -64.8% | -40.8% | -23.9% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling