+334.3%
SPGI vs FICO
+544.0%
-209.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +15.5% | +8.4% | +7.1% | +11.4% |
| 3M | +15.7% | -30.5% | +46.2% | +26.5% |
| 6M | +19.1% | -35.7% | +54.8% | +31.8% |
| YTD | -4.1% | -57.2% | +53.1% | +22.3% |
| 1Y | +1.2% | -58.4% | +59.6% | +30.1% |
| 3Y | +31.6% | -24.8% | +56.4% | +19.5% |
| 5Y | +12.4% | +79.3% | -66.8% | -36.4% |
| 10Y | +334.3% | +531.6% | -197.4% | +30.8% |
| All | +334.3% | +544.0% | -209.7% | +30.8% |
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