+22.0%
SPGI vs FICO
+4.8%
+17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +1.8% |
| 7D | +0.1% | -19.2% | +19.3% | +4.2% |
| 30D | +8.4% | -14.6% | +23.0% | +11.4% |
| 3M | +11.8% | -20.1% | +31.9% | +15.8% |
| 6M | +5.7% | -36.3% | +42.0% | +13.6% |
| YTD | -9.7% | -44.9% | +35.2% | -0.4% |
| 1Y | -12.5% | -38.6% | +26.2% | -6.1% |
| All | +22.0% | +4.8% | +17.2% | +6.4% |
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