+31.7%
SPGI vs FICO
-24.3%
+56.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +18.4% | +3.3% | +15.0% | +17.2% |
| 3M | +15.7% | -31.7% | +47.4% | +22.0% |
| 6M | +17.3% | -34.0% | +51.2% | +23.5% |
| YTD | -4.7% | -58.3% | +53.6% | +8.6% |
| 1Y | +1.8% | -57.9% | +59.7% | +15.8% |
| 3Y | +31.7% | -24.1% | +55.8% | +26.9% |
| All | +31.7% | -24.3% | +56.0% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling