+33.0%
SPGI vs FICO
-24.0%
+57.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | +19.3% | +1.7% | +17.5% | +18.4% |
| 3M | +15.5% | -35.2% | +50.7% | +23.1% |
| 6M | +18.3% | -33.7% | +52.0% | +24.5% |
| YTD | -3.8% | -58.2% | +54.4% | +9.6% |
| 1Y | +1.3% | -56.6% | +57.9% | +14.6% |
| All | +33.0% | -24.0% | +57.0% | +28.1% |
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 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