+338.6%
SPGI vs FICO
+524.6%
-186.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | +14.3% | -0.8% | +15.1% | +13.9% |
| 3M | +14.5% | -31.3% | +45.8% | +25.7% |
| 6M | +17.3% | -33.9% | +51.2% | +28.5% |
| YTD | -4.6% | -57.6% | +53.0% | +22.0% |
| 1Y | +0.8% | -59.7% | +60.4% | +31.1% |
| 3Y | +28.8% | -28.0% | +56.8% | +19.2% |
| 5Y | +14.0% | +91.0% | -77.0% | -37.8% |
| All | +338.6% | +524.6% | -186.0% | +31.8% |
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 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